An a.e. divergent martingale that converges in probability

DOI10.1016/0022-247X(71)90025-4MaRDI QIDQ2552349zbMATH OpenFDO

Authors Luis Báez-Duarte

Publication date 1971

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0022-247X(71)90025-4

zbMATH Keywords

convergence in probabilitydivergence almost everyheremartingaleRademacher functionseries of independent random variables

Mathematics Subject Classification ID

Martingales and classical analysis (60G46)

Cited in

(6)

• Recurrence property and pointwise convergence of martingales
• Convergence of local supermartingales
• Typical martingale diverges at a typical point
• Martingale marginals do not always determine convergence
• Tempered processes and a Riesz decomposition for some martingales in the limit
• Representation of Functions as Limits of Martingales

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