Decomposition and convergence for tree martingales. (English) Zbl 1185.60042
A graph theoretic decomposition of a tree index set and with the help of this a decomposition of tree martingales are given. Some relation is found between tree martingales and multi-parameter martingales. A convergence theorem and two inequalities are proved for tree martingales.
Reviewer: Ferenc Weisz (Budapest)
MSC:
| 60G42 | Martingales with discrete parameter |
Keywords:
tree martingales; multi-parameter martingales; martingale convergence; martingale decompositionReferences:
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