On the L^ 1_ F convergence for conditional Amarts

DOI10.1016/0047-259X(88)90075-9MaRDI QIDQ1105907zbMATH OpenFDO

Authors Wieslaw Zieba

Publication date 1988

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0047-259X(88)90075-9

zbMATH Keywords

amart conditional amart conditional convergence of a sequence of random variables semiamart

Mathematics Subject Classification ID

(L^p)-limit theorems (60F25) Martingales with discrete parameter (60G42) Generalizations of martingales (60G48)

Review text

In this note we develop the relation between another type of conditional convergence of a sequence of random variables. Moreover, we generalise the theorem of convergence in \(L^ 1\) for amarts. An interesting result is stated in Theorem 4: Every uniformly \({\mathcal F}\)-integrable conditional amart converges a.s. and in \(L^ 1_{{\mathcal F}}\).

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