Autoregressive type martingale fields

[摘要] In this paper a generalization of d-parameter martingales is studied. A d-parameter process is called an autoregressive martingale field if it satisfies certain autoregressive type stochastic difference equations. An almost sure convergence theorem is proved for autoregressive martingale fields.

[学科分类] 数学（综合）

[关键词] almost sure convergence.