Martingale Marginals Do Not Always Determine Convergence

DOI10.1007/978-3-319-18585-9_10zbMath1336.60081arXiv1503.07833OpenAlexW748017809MaRDI QIDQ2798581

Jim W. Pitman

Publication date: 13 April 2016

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1503.07833

zbMATH Keywords

martingalesalmost sure convergencemarginalsconvergence in probability

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

Related Items (1)

Convergence of local supermartingales

Cites Work

• Peacocks and associated martingales, with explicit constructions
• An a.e. divergent martingale that converges in probability
• Convergence in Distribution, Convergence in Probability and Almost Sure Convergence of Discrete Martingales
• Probability

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