Convergence of weighted averages of noncommutative martingales

被引:0
|
作者
Chao Zhang
YouLiang Hou
机构
[1] Wuhan University,School of Mathematics and Statistics
[2] Universidad Autónoma de Madrid,Departamento de Matemáticas
来源
Science China Mathematics | 2013年 / 56卷
关键词
weighted average; noncommutative martingales; noncommutative ; -space; uniform integrability; 46L53; 46L52; 60G42;
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摘要
Let x = (xn)n⩾1 be a martingale on a noncommutative probability space (\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\mathcal{M}$$\end{document}, τ) and (wn)n⩾1 a sequence of positive numbers such that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$W_n = \sum\nolimits_{k = 1}^n {w_k \to \infty } $\end{document} as n → ∞. We prove that x = (xn)n⩾1 converges bilaterally almost uniformly (b.a.u.) if and only if the weighted average (σn(x))n⩾1 of x converges b.a.u. to the same limit under some condition, where σn(x) is given by \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$\sigma _n (x) = \frac{1} {{W_n }}\sum\limits_{k = 1}^n {w_k x_k } ,n = 1,2,... $\end{document} Furthermore, we prove that x = (xn)n⩾1 converges in Lp(\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\mathcal{M}$$\end{document}) if and only if (σn(x))n⩾1 converges in Lp(\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\mathcal{M}$$\end{document}), where 1 ⩽ p < ∞. We also get a criterion of uniform integrability for a family in L1(\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\mathcal{M}$$\end{document}).
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页码:823 / 830
页数:7
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