Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
6418523 | Journal of Mathematical Analysis and Applications | 2014 | 14 Pages |
Abstract
We study convergence behavior of discrete martingales with values in the interval [0,1] from a measure theoretical point of view as well as from a topological one. We show that almost all martingales converge to 0 or 1 almost everywhere. On the other hand, a typical martingale diverges on a comeager set.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
J. Spurný, M. Zelený,