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On the convergence of a bounded amart and a conjecture of Chatterji
Authors:Klaus D Schmidt
Affiliation:Seminar für Statistik der Universität Mannheim, 6800 Mannheim, West Germany
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.
Keywords:60G20  60G40  60G42  60G48  Martingale  amart  potential  set function process  stopping times  Riesz decomposition
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