Another martingale convergence theorem

Anthony G. Mucci

Vol. 64 (1976), No. 2, 539–541

DOI: 10.2140/pjm.1976.64.539

Abstract

A classical martingale theorem is generalized to “martingale like” sequences. The method of proof is a generalization of Doob’s proof by “downcrossings”.

Mathematical Subject Classification

Primary: 60G45, 60G45

Milestones

Received: 28 July 1975

Revised: 13 January 1976

Published: 1 June 1976