An a.e. divergent martingale that converges in probability
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Publication:2552349
DOI10.1016/0022-247X(71)90025-4zbMath0236.60032MaRDI QIDQ2552349
Publication date: 1971
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
martingaleRademacher functionconvergence in probabilityseries of independent random variablesdivergence almost everyhere
Related Items (5)
Recurrence property and pointwise convergence of martingales ⋮ Representation of Functions as Limits of Martingales ⋮ Convergence of local supermartingales ⋮ Martingale Marginals Do Not Always Determine Convergence ⋮ Tempered processes and a Riesz decomposition for some martingales in the limit
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