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On the Equivalence of Modes of Convergence(1)
Published online by Cambridge University Press: 20 November 2018
Extract
Let (Ω,ℱ, P) be a probability space. Let R denote the set of real numbers and the set of all random variables defined on Ω. Throughout this work, random variables which differ only on a set of probability zero will be considered identical. EX represents, as usual, the expectation of .
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- Copyright © Canadian Mathematical Society 1973
Footnotes
The author is grateful to the National Research Council for financial support during the preparation of this work.
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