On Martingales in the Limit

A. Bellow; A. Dvoretzky

doi:10.1214/aop/1176994730

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Home > Journals > Ann. Probab. > Volume 8 > Issue 3 > Article

June, 1980 On Martingales in the Limit

A. Bellow, A. Dvoretzky

Ann. Probab. 8(3): 602-606 (June, 1980). DOI: 10.1214/aop/1176994730

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Abstract

The purpose of this note is to show that the set of $L^1$-bounded "martingales in the limit", unlike the set of $L^1$-bounded "amarts", is not a vector lattice.