Convergence in measure under finite additivity

DOI10.1007/S13171-013-0030-3zbMath1276.28008arXiv1203.6768OpenAlexW2051475861MaRDI QIDQ369386

Gianluca Cassese

Publication date: 24 September 2013

Published in: Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.6768

zbMATH Keywords

convergence in measureKomlós' lemma\(L^0\) bounded setsRiesz representation

Mathematics Subject Classification ID

Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) Measurable and nonmeasurable functions, sequences of measurable functions, modes of convergence (28A20)

Related Items (2)

A version of Komlós theorem for additive set functions ⋮ The theorem of Halmos and Savage under finite additivity

Cites Work

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• Sure wins, separating probabilities and the representation of linear functionals
• Martingales and arbitrage in multiperiod securities markets
• A general version of the fundamental theorem of asset pricing
• Convergence in distribution of nonmeasurable random elements.
• \(L_ p\) spaces over finitely additive measures
• Continuous Linear Functionals Arising from Convergence in Measure
• Forward-convex convergence in probability of sequences of nonnegative random variables
• A generalization of a problem of Steinhaus

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