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article · Proceedings of the American Mathematical Society Series B

The Kac formula and Poincaré recurrence theorem in Riesz spaces

20233 citationsOpen accessUniversity of Tunis El Manar

Abstract

Riesz space (non-pointwise) generalizations for iterative processes are given for the concepts of recurrence, first recurrence and conditional ergodicity. Riesz space conditional versions of the Poincaré Recurrence Theorem and the Kac formula are developed. Under mild assumptions, it is shown that every conditional expectation preserving process is conditionally ergodic with respect to the conditional expectation generated by the Cesàro mean associated with the iterates of the process. Applied to processes in <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="upper L Superscript 1 Baseline left-parenthesis normal upper Omega comma script upper A comma mu right-parenthesis"> <mml:semantics> <mml:mrow> <mml:msup> <mml:mi>L</mml:mi> <mml:mn>1</mml:mn> </mml:msup> <mml:mo stretchy="false">(</mml:mo> <mml:mi mathvariant="normal"> Ω </mml:mi> <mml:mo>,</mml:mo> <mml:mrow class="MJX-TeXAtom-ORD"> <mml:mrow class="MJX-TeXAtom-ORD"> <mml:mi class="MJX-tex-caligraphic" mathvariant="script">A</mml:mi> </mml:mrow> </mml:mrow> <mml:mo>,</mml:mo> <mml:mi> μ </mml:mi> <mml:mo stretchy="false">)</mml:mo> </mml:mrow> <mml:annotation encoding="application/x-tex">L^1(\Omega ,{\mathcal A},\mu )</mml:annotation> </mml:semantics> </mml:math> </inline-formula> , where <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="mu"> <mml:semantics> <mml:mi> μ </mml:mi> <mml:annotation encoding="application/x-tex">\mu</mml:annotation> </mml:semantics> </mml:math> </inline-formula> is a probability measure, new conditional versions of the above theorems are obtained.

Research topics

  • Advanced Banach Space Theory
  • Stochastic processes and financial applications
  • Functional Equations Stability Results

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DOI: 10.1090/bproc/152

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