Conditioning and weak convergence

• Autorzy: Jajte R. , Paszkiewicz A.
• Języki publikacji: EN

Abstrakty

EN

Several connections between the weak convergence of random variables, convergence of their distributions and conditioning have been described.

Słowa kluczowe

EN

weak convergence; conditional expectation; pseudo-martingale

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 1999
• Tom: Vol. 19, Fasc. 2
• Strony: 453--461
• Opis fizyczny: Bibliogr. 6 poz.

Twórcy

autor

Jajte R.

• Institute of Mathematics, Łódź University, ul. Stefana Banacha 22, 90-238 Łódź, Poland

autor

Paszkiewicz A.

• Institute of Mathematics, Łódź University, ul. Stefana Banacha 22, 90-238 Łódź, Poland

Bibliografia

• [1] R. B. Ash, Real Analysis and Probability, Academic Press, New York-London-San Francisco 1972.
• [2] P. R. Halmos, Lectures on Ergodic Theory, Tokyo 1964.
• [3] R. Jajte and A. Paszkiewicz, Pseudo-martingales, Probab. Math. Statist. 19 (1999), pp. 181-201.
• [4] J. Neveu, Bases mathématiques du calcul des probabilités, Masson et Cie, Paris 1964.
• [5] F. Riesz and B. Sz. Nagy, Functional Analysis, Blackie and Son Limited, London-Glasgow 1956.
• [6] W. Szlenk, Sur les suites, faiblement convergents dans l'espace L, Studia Math. 25 (1965), pp. 337-341.