On uniform integrability of random variables

Dariusz Majerek, Wioletta Nowak and Wieslaw Zieba

Statistics & Probability Letters, 2005, vol. 74, issue 3, 272-280

Abstract: One of the basic theorems used in proving almost sure convergence is the Fatou Lemma. It is common knowledge that any consideration of conditional theorems is a delicate matter. This paper presents a few examples indicating the differences between expected value and conditional expectation. Certain relations between various types of uniform integrability are also provided.

Keywords: Integrability; Amarts; Almost; sure; convergence; Conditional; expectation (search for similar items in EconPapers)
Date: 2005
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