Probability with Martingales:
- I'm a little confused about the precise langauge.
I guess we have that
$$\forall M > 0, \exists N_b > 0 \ \text{s.t.} \ b_n > M \ \text{whenever} \ n > N_b \tag{1}$$
$$\forall \epsilon > 0, \exists N_{nv} > 0 \ \text{s.t.} \ |v_n - v_{\infty}| < \epsilon \ \text{whenever} \ n > N_{nv} \tag{2}$$
$$\forall \epsilon > 0, \exists N_{kv} > 0 \ \text{s.t.} \ |v_k - v_{\infty}| < \epsilon \ \text{whenever} \ n \ge k > N_{kv} \tag{3}$$
$$\forall \epsilon > 0, \exists N_{kv} > 0 \ \text{s.t.} \ -\epsilon < v_k - v_{\infty} \ \text{whenever} \ n \ge k > N_{kv} \tag{4}$$
and we want to show that
$$\forall \epsilon > 0, \exists N_{bv} > 0 \ \text{s.t.} \ |\frac{\sum_{k=1}^{n} (b_k - b_{k-1})v_k}{b_n} - v_{\infty}| < \epsilon \ \text{whenever} \ n > N_{bv} \tag{*}$$
Any errors? Can I indeed use $N_{kv}$ for both $(3)$ and $(4)$?
If the above is correct:
Is $N_{kv}$ not necessarily the same as $N_{nv}$?
So $N = N_{kv}$?
It seems like we have $1 < N \le k \le n$ and $N < n$. Do we?
If $N = N_{kv}$, then I guess $N \le k$, $k \le n$ and $N < n$?
What about $N > 1$? It's not necessarily true but if it's not true, then is it that the proof is easily fixed as follows:
$$\liminf \frac{1}{b_n} \sum_{k=1}^{n} (b_k - b_{k-1})v_k \ge \liminf \frac{b_n - b_1}{b_n} (v_{\infty} - \epsilon)$$
?

