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On the convergence in mean of martingale difference sequenceS

 

作者: Paul Abraham,   John Alexopoulos,   S.J. Dilworth,  

 

期刊: Quaestiones Mathematicae  (Taylor Available online 2000)
卷期: Volume 23, issue 2  

页码: 193-201

 

ISSN:1607-3606

 

年代: 2000

 

DOI:10.2989/16073600009485968

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

In [6] Freniche proved that any weakly null martingale difference sequence inL1[0, 1] has arithmetic means that converge in norm to 0. We show any weakly null martingale difference sequence in an Orlicz space whose N-function belongs to ∇3has arithmetic means that converge in norm to 0. Then based on a theorem in Stout [13, Theorem 3.3.9 (i) and (iii)], we give necessary and sufficient conditions for a bounded martingale difference sequence in an Orlicz space whose N-function belongs to a large class of ∇2functions to have means that converge to 0 a.s. Finally, we conclude with some expository comments including an easy proof of Komlos' theorem [9] forLp[0, 1], 1 < p < ∞.

 

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