Martingales, the smoothing index and ergodic theory

Louis H. Blake

Stochastic Processes and their Applications, 1976, vol. 4, issue 2, 149-155

Abstract: A classical theorem of Meyer Jerison which shows that the convergence in the pointwise ergodic theorem is equivalent to the convergence of an associated martingale is expanded to a conditional setting. An equiconvergence theorem of the type established for martingales by N.F.G. Martin and E. Boylan is established in the ergodic case for an ergodic, non-invertible, measure-preserving transformation.

Keywords: martingales; ergodic; theory (search for similar items in EconPapers)
Date: 1976
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