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Non L1-bounded martingales

  • M. M. Rao
Part II: Research Reports
Part of the Lecture Notes in Control and Information Sciences book series (LNCIS, volume 16)

Keywords

Positive Probability Regular Part Pointwise Limit Conditional Probability Function Finite Measure Space 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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References

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    L. BÁEZ-DUARTE: "An a.e. divergent martingale that converges in probability", J. Math. Anal. Appl., 36 (1971), 149–150.Google Scholar
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    Y.S. CHOW: "Martingales in a σ-finite measure space indexed by directed sets", Trans. Amer. Math. Soc., 91 (1960), 254–285.Google Scholar
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    Y.S. CHOW: "Convergence theorems of martingales", Z. Wahrs., 1 (1963), 340–346.Google Scholar
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    D. GRILAT: "Convergence in distribution, convergence in probability, and almost sure convergence of discrete martingales", Ann. Math. Statist., 43 (1972), 1374–1379.Google Scholar
  5. [5]
    R.F. GUNDY: "A decomposition for L1-bounded martingales", Ann. Math. Statist., 39 (1968), 134–138.Google Scholar
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    C.W. LAMB: "Representation of functions as limits of martingales", Trans. Amer. Math. Soc., 188 (1974), 395–405.Google Scholar
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    M.M. RAO: Stochastic Processes and Integration, Sijthoff & Noordhoff, (Alphen aan den Rijn) The Netherlands, 1978.Google Scholar
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    E.M. STEIN: Topics in Harmonic Analysis, Princeton University Press, 1970.Google Scholar

Copyright information

© Springer-Verlag 1979

Authors and Affiliations

  • M. M. Rao
    • 1
  1. 1.Department of MathematicsUniversity of CaliforniaRiverside

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