A reduction technique for limit theorems in analysis and probability theory

DOI10.1007/BF02384860MaRDI QIDQ1197455zbMATH OpenFDO

Publication date 16 January 1993

Published in Arkiv för Matematik (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02384860

boundary limit theorems in potential theory density theorems martingale limit theory Radon-Nikodým derivative

Abstract differentiation theory, differentiation of set functions (28A15) Fine potential theory; fine properties of sets and functions (31C40) Martingales with discrete parameter (60G42)

Review text

The main result of the present paper, strengthening an earlier result of the authors [Arch. Math. 43, 373-376 (1984; Zbl 0603.31009)], essentially says that (under suitable assumptions) for each measure \(\mu\) in a given class \(M_ 0\) and for some reference measure \(\sigma\), the Radon- Nikodým derivative \(d\mu/d\sigma\) is equal to a limit along a directed set \(I\) of ratios \(R_ i(\mu,\sigma)\), \(i\in I\) (depending on \(\mu\) and \(\sigma)\) \(\sigma\)-almost everywhere. The authors obtain two conditions each of which being equivalent to the just mentioned property. They give interesting applications of their main result, including boundary limit theorems in potential theory, martingale limit theory and density theorems in measure theory.

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