Let (left(u_{n}, mathscr{A}_{n}ight)_{n in mathbb{N}}) be a supermartingale such that (u_{n} geqslant 0) and (lim _{n ightarrow

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Let \(\left(u_{n}, \mathscr{A}_{n}ight)_{n \in \mathbb{N}}\) be a supermartingale such that \(u_{n} \geqslant 0\) and \(\lim _{n ightarrow \infty} \int u_{n} d \mu=0\). Then \(u_{n} ightarrow 0\) pointwise a.e. and in \(\mathcal{L}^{1}\).

Remark: Positive supermartingales with \(\lim _{n ightarrow \infty} \int u_{n} d \mu=0\) are called potentials.

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Related Book For  answer-question

Measures Integrals And Martingales

ISBN: 9781316620243

2nd Edition

Authors: René L. Schilling

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