ACTA MATHEMATICA UNIVERSITATIS COMENIANAE

Vol. 70,   2   (2001)
pp.   167-175

ON ALMOST SURE CONVERGENCE WITHOUT THE RADON-NIKODYM PROPERTY
N. Bouzar


Abstract.  In this paper we obtain almost sure convergence theorems for vector-valued uniform amarts and $C$-sequences without assuming the Radon-Nikodym Property. Specifically, it is shown that if a limit exists in a weak sense for these martingale generalizations, then a.s. scalar and strong convergence follow. These results lead to some new versions of the Ito-Nisio theorem. Convergence results for random sequences taking values in a weakly compact space are also presented.

AMS subject classification.  Primary 60G48, 60G40
Keywords.  Vector-valued random variable, stopping time, uniform amart, $C$-sequence, scalar convergence

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