Expectation of stopped uniform AMARTS and convergence of MILS and GFTs (Q909340)
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scientific article; zbMATH DE number 4137112
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Expectation of stopped uniform AMARTS and convergence of MILS and GFTs |
scientific article; zbMATH DE number 4137112 |
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Expectation of stopped uniform AMARTS and convergence of MILS and GFTs (English)
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1990
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The paper under review consists of two parts. In the first part, the author shows that for every uniform amart \(\{X_ n\}\) in a Banach space satisfying \(\sup_ N\int_{\Omega}\| X_ n\| =\infty\) there exists a stopping time \(\tau\) such that \(\int_{\{\tau <\infty \}}\| X_{\tau}\| =\infty.\) This result is known and even valid for semi- amarts; see Corollaire 2.4 and Théorème 3.2 of the reviewer's paper, C. R. Acad. Sci., Paris, Sér. A 288, 431-434 (1979; Zbl 0397.60008). The author also claims authorship of the corresponding result for real- valued semi-amarts, which is the Corollaire resp. Corollary 3.3 of the reviewer's papers ibid. 287, 663-665 (1978; Zbl 0394.60045), resp. J. Multivariate Anal. 10, 123-134 (1980; Zbl 0418.60045). None of these papers is quoted in the references. In the second part, the author studies almost sure convergence and mainly proves a minor variant of a result of \textit{M. Talagrand} [Ann. Probab. 13, 1192-1203 (1985; Zbl 0582.60055)] on the convergence of a mil in a Banach space having the Radon-Nikodym property.
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value of a stopped process
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games which become fairer with time
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martingales in the limit
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uniform amart
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stopping time
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semi-amarts
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almost sure convergence
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0.8336977958679199
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0.8128817081451416
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0.8031114935874939
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