Boundedness and convergence of martingales in rearrangement-invariant function spaces |
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Authors: | M Kikuchi |
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Institution: | 1.Department of Mathematics, Toyama University, 3190 Gofuku, Toyama 930-8555, Japan,JP |
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Abstract: | Let (W, F, P)(\Omega, \cal F, P) be a complete nonatomic probability space. We shall give a characterization of rearrangement-invariant spaces X over W\Omega with the property that every martingale f = (fn)n \geqq 0f = (f_n)_{n \geqq 0} bounded in X converges with respect to the norm topology of X. Using the results, we shall consider the summability of martingales by Toeplitz matrices. |
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