Open Access
June, 1980 On Martingales in the Limit
A. Bellow, A. Dvoretzky
Ann. Probab. 8(3): 602-606 (June, 1980). DOI: 10.1214/aop/1176994730


The purpose of this note is to show that the set of $L^1$-bounded "martingales in the limit", unlike the set of $L^1$-bounded "amarts", is not a vector lattice.


Download Citation

A. Bellow. A. Dvoretzky. "On Martingales in the Limit." Ann. Probab. 8 (3) 602 - 606, June, 1980.


Published: June, 1980
First available in Project Euclid: 19 April 2007

zbMATH: 0445.60043
MathSciNet: MR573296
Digital Object Identifier: 10.1214/aop/1176994730

Primary: 60G45
Secondary: 60G99

Keywords: Amart , lattice property , martingale , martingale in the limit

Rights: Copyright © 1980 Institute of Mathematical Statistics

Vol.8 • No. 3 • June, 1980
Back to Top