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The following conditions are equivalent: (i) The sequence \\(\\{X_ n,\\;n\\geq 1\\}\\) of random variables converges in law to \\(X\\) and \\(\\{X_ n^ +,\\;n\\geq 1\\}\\) is uniformly integrable. (ii) \\(\\lim_{n\\to\\infty}E[(X_ n-t)^ +]=E[(X-t)^ +]\\) for every \\(t\\in D\\). 2. A characterization of the convergence in probability. Let \\(X_ n\\), \\(X\\) be random variables on a probability space \\((\\Omega,{\\mathcal A},P)\\). The following conditions are equivalent: (i) The sequence \\(\\{X_ n,\\;n\\geq 1\\}\\) of random variables converges in probability to \\(X\\). (ii) The sequence \\(\\{X_ n,\\;n\\geq 1\\}\\) of random variables converges in law for every probability measure \\(Q\\) of the form \\(Q=f(X)\\cdot P\\) with \\(f\\in{\\mathcal C}_ c(\\mathbb{R},\\mathbb{R})\\). (iii) The sequence of random vectors \\((X,X_ n)\\) converges in law to the random vector \\((X,X)\\). 3. The characterization of the convergence in \\(L^ 1\\). Suppose that the integrable random variables \\(X_ n\\), \\(X\\) satisfy the condition \\[ \\lim_{n\\to\\infty}E[f(X)X_ n]=E[f(X)X],\\quad f\\in{\\mathcal C}_ c(\\mathbb{R},\\mathbb{R}). \\] Then \\(X_ n\\to X\\), \\(n\\to\\infty\\), in \\(L^ 1\\) (strong) if and only if one of the following conditions is satisfied: (i) \\(\\{X_ n,\\;n\\geq 1\\}\\) is uniformly integrable and converges in law to \\(X\\). (ii) \\(\\lim_{n\\to\\infty}EX_ n=EX\\) and there exists a real, strictly convex function \\(g\\) on \\(\\mathbb{R}\\) such that \\(\\lim_{n\\to\\infty}E[g(X_ n)]=Eg(X)<\\infty\\). (iii) There exists a dense set \\(D\\) in \\(\\mathbb{R}\\) such that \\(\\lim_{n\\to\\infty}E[| X_ n-t|]=E[| X-t|]\\), \\(t\\in D\\). Those results are used in proving \\(L^ 1\\)-convergence of uniformly integrable martingale.","type":"string"},"datatype":"string"},"type":"statement","id":"Q4028965$0F843BCF-22BD-4390-AA07-4F72D8A9F1F4","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"583d5634d5ee6575aaa37bb42a0c5602371241ea","datavalue":{"value":{"entity-type":"item","numeric-id":163387,"id":"Q163387"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4028965$D9B2E04C-8B03-4CF7-AA9D-D2B669D64843","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"A characterization of convergence in \\(L^ 1\\). Application to quasimartingales","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/A_characterization_of_convergence_in_%5C(L%5E_1%5C)._Application_to_quasimartingales"}}}}}