Convergence of weighted averages of noncommutative martingales

被引:0
|
作者
ZHANG Chao [1 ,2 ]
HOU YouLiang [1 ]
机构
[1] School of Mathematics and Statistics,Wuhan University
[2] Departamento de Matema'ticas,Universidad Auto'noma de Madrid
基金
中国国家自然科学基金;
关键词
weighted average; noncommutative martingales; noncommutative Lp-space; uniform integrability;
D O I
暂无
中图分类号
O211.6 [随机过程];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Let x =(xn)n1 be a martingale on a noncommutative probability space(M,τ) and(wn)n1 a sequence of positive numbers such that Wn=∑nk=1wk→∞asn→∞.We prove that x =(xn)n1 converges bilaterally almost uniformly(b.a.u.) if and only if the weighted average(σn(x))n1 of x converges b.a.u.to the same limit under some condition,where σn(x) is given by σn(x)=W1n∑nk=1wkxk,n=1,2,...Furthermore,we prove that x=(xn)n1 converges in Lp(M) if and only if(σn(x))n1 converges in Lp(M),where 1p<∞.We also get a criterion of uniform integrability for a family in L1(M).
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页码:821 / 828
页数:8
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