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A Stochastic Ergodic Theorem for General Additive Processes

Published online by Cambridge University Press:  20 November 2018

Doḡan Çömez*
Affiliation:
Mathematical Sciences Division, NDSU, Fargo, ND
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Abstract

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In this article, we obtain the stochastic ergodic theorem for general additive processes. That is, we prove that there exists , such that whenever α > 0 and A is a measurable set with μ(A) < ∞, where and {U(ij)}} an arbitrary (two dimensional) semigroup of L1 -contractions. This result generalizes the stochastic ergodic theorem (SET) of U. Krengel and the SET of M. A. Akcoglu and L. Sucheston.

Keywords

Type
Research Article
Copyright
Copyright © Canadian Mathematical Society 1989

References

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