La loi des grands nombres pour une suite échangeable
Une caractérisation de la convergence dans . Application aux quasimartingales
Sur le lemme de mesurabilité de Doob
Deux contre-exemples sur la convergence d'intégrales anticipatives
Sur la convergence en moyenne pour des vecteurs aléatoires intégrables au sens de Bochner
The problem of finding simple additional conditions, for a weakly convergent sequence in , which would suffice to imply strong convergence has been widely studied in recent years. In this Note we study this problem for Banach valued random vectors, by replacing weak convergence with a less restrictive assumption. Moreover, all the additional conditions we consider are also necessary for strong convergence, and they depend only on marginal distributions.
Equivalent or absolutely continuous probability measures with given marginals
Let (X,A) and (Y,B) be measurable spaces. Supposewe are given a probability α on A, a probability β on B and a probability μ on the product σ-field A ⊗ B. Is there a probability ν on A⊗B, with marginals α and β, such that ν ≪ μ or ν ~ μ ? Such a ν, provided it exists, may be useful with regard to equivalent martingale measures and mass transportation. Various conditions for the existence of ν are provided, distinguishing ν ≪ μ from ν ~ μ.
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