Article ID Journal Published Year Pages File Type
6418523 Journal of Mathematical Analysis and Applications 2014 14 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Analysis
Authors
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