Doob's martingale convergence theorem
GPTKB entity
Statements (13)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:mathematical_concept
|
| gptkbp:appliesTo |
martingales
submartingales |
| gptkbp:concerns |
martingales
|
| gptkbp:field |
gptkb:probability_theory
|
| https://www.w3.org/2000/01/rdf-schema#label |
Doob's martingale convergence theorem
|
| gptkbp:implies |
almost sure convergence
|
| gptkbp:namedAfter |
gptkb:Joseph_L._Doob
|
| gptkbp:state |
A submartingale that is bounded in L^1 converges almost surely
|
| gptkbp:usedIn |
stochastic processes
|
| gptkbp:yearProposed |
1940s
|
| gptkbp:bfsParent |
gptkb:martingale
|
| gptkbp:bfsLayer |
7
|