Spreadable arrays and martingale structures

Abstract

AbstractKallenberg 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.