Real analysis and probability
Fundamentals of measure and integration theory; Further results in measure and integration theory; Introduction to functional analysis; The interplay between measure theory and topology; Basic concepts of probability; Conditional probability and expectation; Strong laws of large numbers and martingale theory; The central limit theorem.
12 pages matching supermartingale in this book
Results 1-3 of 12
What people are saying - Write a review
We haven't found any reviews in the usual places.
Fundamentals of Measure and Integration Theory
Further Results in Measure and Integration Theory
Introduction to Functional Analysis
8 other sections not shown
Other editions - View all
a-field absolutely continuous arbitrary assume Borel measurable Borel measurable function Borel sets bounded characteristic function closed complete continuous functions contradiction converges a.e. convex countably additive define definition denoted dense density disjoint sets distribution function equivalent example ff-field filterbase finite disjoint unions finite intersection finitely additive given Hausdorff hence Hilbert space hypothesis implies increasing sequence independent random variables inequality Lebesgue measure Lebesgue-Stieltjes measure Lemma Let F lim inf lim sup linear operator martingale measurable function measurable rectangles measure space metric space neighborhood nonempty normed linear space obtain open set orthonormal overneighborhood pointwise positive integer probability measure Problem Proof prove pseudometric real numbers result follows Section seminorm signed measure simple functions submartingale subspace supermartingale topological space topological vector space topology uniform uniformly integrable unique