Result as to Uniformly Integrable Sequence Result Suppose that there exists r >1 and M < 1 such that EjXtXt kj r < M for all t , k and that P 1 j = 1 jhj j < 1 . Define Yt = P 1 j = 1 hj Xt j . Then fYtYt kg is uniformaly integrable for any integer k. This imp...
Result as to uniformly integrable sequence
550 販売中 2006/12/28
