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WANG Zhenpeng, . ANOTHER CLASS OF CONVERGENCE THEOREMS OF MARTINGALELIKE SEQUENCES[J]. Chinese Journal of Applied Probability and Statistics, 1986, 2(3): 241-246.
Citation: WANG Zhenpeng, . ANOTHER CLASS OF CONVERGENCE THEOREMS OF MARTINGALELIKE SEQUENCES[J]. Chinese Journal of Applied Probability and Statistics, 1986, 2(3): 241-246.

ANOTHER CLASS OF CONVERGENCE THEOREMS OF MARTINGALELIKE SEQUENCES

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  • Received Date: March 04, 1985
  • Let (xn,Fn) be an integrable adapted sequence of r.v.'s, and ˉT,T the sets of all stopping times and bounded stopping times, respectively. In this paper we prove that (1) if (xn,Fn) is a subpramart which satisfies the assumption (d+T):lim or \left(O^{+}\right): \int_{(\tau-\infty)} x_\tau^{+}< \infty, \forall \tau \in \bar{T}, then \left(x_n\right) converges a.e.; (2) if ( x_n, \mathscr{F}_n ) satisfies the assumption \left(C^{+}\right)or \left(d^{+}\right): \frac{\lim }{n} E x_n^{+}< \infty and \left[E\left(x_\tau \mid \mathscr{F}_n\right)-x_n\right]^{-} \xrightarrow{P} 0 (pr. ), then ( x_n ) lower demiconverges a. \boldsymbol{\theta}..

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