English

Uniform integrability and local convexity in $L^0$

Functional Analysis 2012-11-05 v1 Probability

Abstract

Let L0L^0 be the vector space of all (equivalence classes of) real-valued random variables built over a probability space (Ω,F,P)(\Omega, \mathcal{F}, P), equipped with a metric topology compatible with convergence in probability. In this work, we provide a necessary and sufficient structural condition that a set XL0X \subseteq L^0 should satisfy in order to infer the existence of a probability QQ that is equivalent to PP and such that XX is uniformly QQ-integrable. Furthermore, we connect the previous essentially measure-free version of uniform integrability with local convexity of the L0L^0-topology when restricted on convex, solid and bounded subsets of L0L^0.

Keywords

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

R2 v1 2026-06-21T22:32:11.114Z