List questions from uniform-integrability

Published on 15 Mar 2021 - 11:37

142

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Are the ordinary least squares regression coefficients uniformly integrable?

Published on 15 Mar 2021 - 13:33

373

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Uniformly integrability of inverse of sample moments

Published on 15 Mar 2021 - 18:33

25

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uniform integrability of a martingale related to $E_x(V_A)$ for a hitting time $V_A$

Published on 16 Mar 2021 - 1:22

223

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Uniform integrability of $\sqrt{n} Y_n$ for $Y_n \sim \mathcal{N}(0, \frac{\sigma^2}{n})$

Published on 29 Mar 2021 - 8:25

197

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Are there any positive uniformly integrable martingales which limit to 0?

Published on 29 Mar 2021 - 9:41

67

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Proof of the fact that $\{\text E[\xi\mid\mathcal F]:\mathcal F\}$ is uniformly integrable in Kallenberg

Published on 01 Apr 2021 - 17:35

316

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Uniformly integrable sequence: definition and characterization

Published on 02 Apr 2021 - 7:28

83

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$L^p$-convergence of $L^p$-bounded martingale on a countable index set

Published on 04 Apr 2021 - 10:28

448

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Prove Martingale Property

Published on 15 Apr 2021 - 4:46

126

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Uncorrelated Martingales

Published on 17 Apr 2021 - 9:12

179

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Convergence of second moment implies 2-uniform integrability

Published on 24 Feb 2026 - 8:39

64

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$X_n\stackrel{P}{\to} c$ implies $\mathbb{E}f(X_n){\to} f(c)$ for continuous (but possibly unbounded) $f$

Published on 04 May 2021 - 13:44

48

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Is the process $Y(w)$ uniformly integrable?

Published on 10 May 2021 - 19:20

175

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Every martingale that converges in $L^p$ converges in $L^1$? If not, what is a conterexample?

Published on 29 May 2021 - 19:15

List Question

Does asymptotic normally imply uniform integrability?

Are the ordinary least squares regression coefficients uniformly integrable?

Uniformly integrability of inverse of sample moments

uniform integrability of a martingale related to $E_x(V_A)$ for a hitting time $V_A$

Uniform integrability of $\sqrt{n} Y_n$ for $Y_n \sim \mathcal{N}(0, \frac{\sigma^2}{n})$

Are there any positive uniformly integrable martingales which limit to 0?

Proof of the fact that $\{\text E[\xi\mid\mathcal F]:\mathcal F\}$ is uniformly integrable in Kallenberg

Uniformly integrable sequence: definition and characterization

$L^p$-convergence of $L^p$-bounded martingale on a countable index set

Prove Martingale Property

Uncorrelated Martingales

Convergence of second moment implies 2-uniform integrability

$X_n\stackrel{P}{\to} c$ implies $\mathbb{E}f(X_n){\to} f(c)$ for continuous (but possibly unbounded) $f$

Is the process $Y(w)$ uniformly integrable?

Every martingale that converges in $L^p$ converges in $L^1$? If not, what is a conterexample?

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