Convergence Theorems for Generalized Functional Sequences of Discrete-Time Normal Martingales
Probability
2015-10-16 v1 Functional Analysis
Abstract
The Fock transform recently introduced by the authors in a previous paper is applied to investigate convergence of generalized functional sequences of a discrete-time normal martingale . A necessary and sufficient condition in terms of the Fock transform is obtained for such a sequence to be strong convergent. A type of generalized martingales associated with are introduced and their convergence theorems are established. Some applications are also shown.
Cite
@article{arxiv.1510.04639,
title = {Convergence Theorems for Generalized Functional Sequences of Discrete-Time Normal Martingales},
author = {Caishi Wang and Jinshu Chen},
journal= {arXiv preprint arXiv:1510.04639},
year = {2015}
}
Comments
10 pages. arXiv admin note: text overlap with arXiv:1504.05001