Uniform Convergence of Reversed Martingales
نویسنده
چکیده
A necessary and sufficient condition for the uniform convergence of a family of reversed martingales converging to a degenerated limiting process is given. The condition is expressed by means of regular convergence (in Hardy’s sense) of corresponding means. It is shown that the given regular convergence is equivalent to Hoffmann-Jørgensen’s eventually total boundedness in the mean which is necessary and sufficient for the uniform law of large numbers. Analogous results are carried out for families of reversed submartingales. By applying derived results several convergence statements are obtained which extend those from the uniform law of large numbers to the general reversed martingale case.
منابع مشابه
Probability Theory II
Contents Chapter 1. Martingales, continued 1 1.1. Martingales indexed by partially ordered sets 1 1.2. Notions of convergence for martingales 3 1.3. Uniform integrability 4 1.4. Convergence of martingales with directed index sets 6 1.5. Application: The 0-1 law of Kolmogorov 8 1.6. Continuous-time martingales 9 1.7. Tail bounds for martingales 12 1.8. Application: The Pólya urn 13 1.9. Applicat...
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تاریخ انتشار 2008