uniformly integrable

См. также в других словарях:

• Uniform integrability — The concept of uniform integrability is an important concept in functional analysis and probability theory. If μ is a finite measure, a subset is said to be uniformly integrable if Rephrased with a probabilistic language, the definition… …   Wikipedia

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• Doob-Meyer decomposition theorem — The Doob Meyer decomposition theorem is a theorem in stochastic calculus stating the conditions under which a submartingale may be decomposed in a unique way as the sum of a martingale and a continuous increasing process. It is named for J. L.… …   Wikipedia

• Lévy's convergence theorem — In probability theory Lévy s convergence theorem (sometimes also called Lévy s dominated convergence theorem) states that for a sequence of random variables (X n)^infty {n=1} where *X nxrightarrow{a.s.} X and *|X n| < Y, where Y is some random… …   Wikipedia

• Vitali convergence theorem — In mathematics, the Vitali convergence theorem is a generalization of the more well known dominated convergence theorem of Lebesgue. It is useful when a dominating function cannot be found for the sequence of functions in question; when such a… …   Wikipedia