亚极限上(下)鞅与一致可积性
SUPER (SUB)-MIL AND UNIFORM INTEGRABILITY作者机构:Mathematics Department Hubei University Wuhan 430062
出 版 物:《高校应用数学学报(A辑)》 (Applied Mathematics A Journal of Chinese Universities(Ser.A))
年 卷 期:1992年第7卷第1期
页 面:39-47页
核心收录:
学科分类:02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学(可授理学、经济学学位)] 070103[理学-概率论与数理统计] 0701[理学-数学]
摘 要:In this paper, the following results have been proved: (i) If ( Xn,Fn ) is a uniformly integrable super(sub)-Mil, then (X.) lower (upper)-semiconverges (a. s. ) to an integrable random variable; (ii) If (Xn,Fn) is a uniformly integrable adapted sequence, then that (Xn) lower(upper)-semiconverges (a. s. ) is equivalent to that (Xn,Fn)is a super(sub)-Mil; and (iii) If (Xn,Fn) is a super(sub)-Mil of class (c-)((c+)), then (Xn) is lower(upper)-semiconvergent (a. s, ).