The martingale convergence theorem, with tears (Q579752)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The martingale convergence theorem, with tears |
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The martingale convergence theorem, with tears (English)
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1987
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This paper explores the rate of convergence in the martingale convergence theorem for regular martingales and shows that it may be arbitrarily slow. These convergence results are then extended to a family of operators which generalize conditional expectations.
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rate of convergence in the martingale convergence theorem
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conditional expectations
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