1.*14. Prove that if J) is a measure on ::--'ftoo that is singular with respect to ?J?,...
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1.*14. Prove that if J) is a measure on ::--'ftoo that is singular with respect to
?J?, then the Xn 's in (21) converge a.e. to zero. [HINT: ShO'.v that
and apply Fatou's lemma. {Xn} is a supermartingale, not necessarily a martin gale!]
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