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Limits for
martingale-like sequences
Anthony G. Mucci |
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Vol. 48 (1973), No. 1, 197–202
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Abstract |
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The concept of a martingale is generalized in two ways. The first generalization is shown to be equivalent to convergence in probability under certain uniform integrability restrictions. The second generalization yields a martingale convergence theorem. |
Mathematical Subject Classification
Primary: 60G45
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Milestones
Received: 23 June 1972
Revised: 2 October 1972
Published: 1 September 1973
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Authors |
| Anthony G. Mucci | |
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