| 关于Submil（3）的一个结论及其半收敛性 |
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| 引用本文： | 董文龙,汪振鹏.关于Submil（3）的一个结论及其半收敛性[J].上海交通大学学报,1995,29(2):105-109. |
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| 作者姓名： | 董文龙 汪振鹏 |
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| 作者单位： | 华东师范大学数理统计系 |
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| 摘 要： | 证明了Ｌ＾１－有界的独立随机变量序列Ｓｕｂｍｉｌ（１）与Ｓｕｂｍｉｌ（３）的等价性；存在子列其正部为致可积的Ｓｕｂｍｉｌ（３）的半收敛性，并举反例说明了Ｌ＾１－有界的Ｓｕｂｍｉｌ（１）不具有此性质。
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| 关 键 词： | 概率 随机过程 鞅 半收敛性 |
A Result About Submil(3) and Its Semiconvergence |
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| Dong Wenlong,Wang Zhenpeng.A Result About Submil(3) and Its Semiconvergence[J].Journal of Shanghai Jiaotong University,1995,29(2):105-109. |
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| Authors: | Dong Wenlong Wang Zhenpeng |
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| Institution: | Dong Wenlong;Wang Zhenpeng |
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| Abstract: | In this paper, we prove the equivalence of Submil (1) and Submil (3) in the L1-bounded independent random variables sequence, and the semiconvergence property of Submil(3) with a subsequence whose positive parts are uniformly integrable. Finally, a counterexample shows that L1-bounded Submil(1) doesn't keep this property. |
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| Keywords: | probability stochastic processes martingales Submil (1) Submil (3) semiconvergence |
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