A certain class of statistical convergence of martingale sequences and its applications to Korovkin-type approximation

In this paper, we investigate and study the notions of statistical product convergence and statistical product summability via deferred Cesàro and deferred Nörlund product means for martingale sequences of random variables. We then establish an inclusion theorem concerning the relation between these two beautiful and definitively useful concepts. Also, based upon our proposed ideas, we demonstrate new thoughtful approximation of Korovkin-type theorems for a martingale sequence over a Banach space. Moreover, we establish that our theorems effectively extend and improve most (if not all) of the previously existing outcomes (in statistical and classical versions). Finally, by using the generalized Bernstein polynomials, we present an illustrative example of a martingale sequence in order to demonstrate that our established theorems are quite stronger than the traditional and statistical versions of different theorems existing in the literature.