On the convergence of a bounded amart and a conjecture of Chatterji |
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Authors: | Klaus D Schmidt |
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Affiliation: | Seminar für Statistik der Universität Mannheim, 6800 Mannheim, West Germany |
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Abstract: | Through the decomposition theorem of Lebesgue and Darst it is possible to define a generalized Radon-Nikodym derivative of a bounded additive set function with respect to a bounded countably additive set function. For a bounded amart the derivatives of the components are shown to converge almost everywhere. This result, together with a characterization of amarts, yields a theorem stated by Chatterji whose proof is incorrect. |
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Keywords: | 60G20 60G40 60G42 60G48 Martingale amart potential set function process stopping times Riesz decomposition |
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