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A stochastic process is a collection of random variables usually indexed by a totally ordered set.

1 vote

$L^p$-convergence of submartingale

Here is one alternative set of conditions (sufficient but I am not sure if they are necessary). Essentially, I move the $L^p$-uniform integrability requirement of $X_k$ to the predictable component $A …
Lars's user avatar
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1 vote
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Covering number of the conditional distribution function

You need a different approach. Each function in your function space can be written as $$F_{Y|W}(y|W) = \int 1(s \leq y) P(Y = ds|W)$$ for some $y$. Thus, $$\|F_{Y|W}(y_2|W) - F_{Y|W}(y_1|W)\|_{L^1} = …
Lars's user avatar
  • 625