J. Aust. Math. Soc.
79 (2005), 277-296
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Spreadable arrays and martingale structures
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B. Gail Ivanoff
Department of Mathematics and Statistics
University of Ottawa
PO Box 450 Station A
Ottawa, Ontario
Canada K1N 6N5
givanoff@uottawa.ca
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Abstract
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Kallenberg has introduced the concept of
conditional spreadability for random sequences
and has developed characterizations of this
property in terms of one dimensional martingales
and optional times, and as well has proven a
predictable sampling theorem. This paper
investigates the relationship between planar
martingale structures and the natural analogues
of conditional spreadability when extended to
arrays of random elements. Analogues of the
predictable sampling theorem are also established
for spreadable arrays.
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Australian Mathematical Publishing Association Inc.
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©
Australian MS
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