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searching for Uniform integrability 5 found (18 total)

Tightness of measures (1,122 words) [view diff] exact match in snippet view article find links to article

Leskelä, L.; Vihola, M. (2013). "Stochastic order characterization of uniform integrability and tightness". Statistics and Probability Letters. 83 (1): 382–389

Fatou's lemma (5,120 words) [view diff] exact match in snippet view article find links to article

the negative part might also be plus infinity. Let ε > 0. Due to uniform integrability with respect to the conditional expectation, there exists a c > 0

Doob's martingale convergence theorems (2,800 words) [view diff] exact match in snippet view article find links to article

obtain convergence in L1 (i.e., convergence in mean), one requires uniform integrability of the random variables N t {\displaystyle N_{t}} . By Chebyshev's

Dirichlet kernel (2,062 words) [view diff] exact match in snippet view article find links to article

t d t . {\textstyle \int _{0}^{x}(\sin t)/t\,dt.} This lack of uniform integrability is behind many divergence phenomena for the Fourier series. For

Convex compactification (519 words) [view diff] exact match in snippet view article find links to article

383–399, MR 1489400 Alibert, J. J.; Bouchitté, G. (1997), "Non-uniform integrability and generalized Young measures", Journal of Convex Analysis, 4 (1):