Convergence of a typical martingale (A remark on the Doob theorem)
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F14%3A10284970" target="_blank" >RIV/00216208:11320/14:10284970 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1016/j.jmaa.2014.01.051" target="_blank" >http://dx.doi.org/10.1016/j.jmaa.2014.01.051</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1016/j.jmaa.2014.01.051" target="_blank" >10.1016/j.jmaa.2014.01.051</a>
Alternative languages
Result language
angličtina
Original language name
Convergence of a typical martingale (A remark on the Doob theorem)
Original language description
We study convergence behavior of discrete martingales with values in the interval [0,1] from a measure theoretical point of view as well as from a topological one. We show that almost all martingales converge to 0 or 1 almost everywhere. On the other hand, a typical martingale diverges on a comeager set.
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BA - General mathematics
OECD FORD branch
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Result continuities
Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2014
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Journal of Mathematical Analysis and Applications
ISSN
0022-247X
e-ISSN
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Volume of the periodical
414
Issue of the periodical within the volume
2
Country of publishing house
US - UNITED STATES
Number of pages
14
Pages from-to
945-958
UT code for WoS article
000334651500030
EID of the result in the Scopus database
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