Uniform integrability and local convexity in $L^0$
Functional Analysis
2012-11-05 v1 Probability
Abstract
Let be the vector space of all (equivalence classes of) real-valued random variables built over a probability space , equipped with a metric topology compatible with convergence in probability. In this work, we provide a necessary and sufficient structural condition that a set should satisfy in order to infer the existence of a probability that is equivalent to and such that is uniformly -integrable. Furthermore, we connect the previous essentially measure-free version of uniform integrability with local convexity of the -topology when restricted on convex, solid and bounded subsets of .
Cite
@article{arxiv.1211.0475,
title = {Uniform integrability and local convexity in $L^0$},
author = {Constantinos Kardaras},
journal= {arXiv preprint arXiv:1211.0475},
year = {2012}
}
Comments
14 pages