Amarts: A class of asymptotic martingales a. Discrete parameter
Journal of Multivariate Analysis, 1976 AbstractA sequence (Xn) of random variables adapted to an ascending (asc.) sequence Fn of σ-algebras is an amart iff EXτ converges as τ runs over the set T of bounded stopping times. An analogous definition is given for a descending (desc.) sequence Fn. A systematic treatment of amarts is given.
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