=+8.18. Suppose that Sn, Fn, n 1, is a submartingale. Show that conditions (i) and (ii)

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=+8.18. Suppose that Sn, Fn, n ≥ 1, is a submartingale. Show that conditions

(i) and (ii) are equivalent:

(i) condition (8.17) and E(|S1|) < ∞;

(ii) condition (8.19).

278 8 Martingales

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Large Sample Techniques For Statistics

ISBN: 9781441968265

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Authors: Jiming Jiang

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=+8.18. Suppose that Sn, Fn, n 1, is a submartingale. Show that conditions (i) and (ii) are equivalent: (i) condition (8.17) and E(|S1|) < ; (ii) condition (8.19). 278 8 Martingales
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=+8.18. Suppose that Sn, Fn, n 1, is a submartingale. Show that conditions (i) and (ii)

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Large Sample Techniques For Statistics

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