List questions from uniform-integrability

Published on 23 Jan 2019 - 14:22

74

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Uniform integrability of the following martingale

Published on 29 Jan 2019 - 15:30

827

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Stopped random walk is not uniformly integrable

Published on 25 Mar 2026 - 14:21

76

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Minimal stopping time of brownian motion

Published on 17 Apr 2019 - 9:52

140

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$f_n\to f$ in $L^1(\mu)\implies f_n $ are uniformly integrable

Published on 20 Apr 2019 - 12:23

102

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Showing that the bounded $C \subseteq L^p[0,1]$ is uniformly integrable.

Published on 08 May 2019 - 15:59

40

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Showing that $C=\{h \in L^1(\Omega) : u_1(z) \leq h(z) \leq u_2(z)\}$ is weakly compact.

Published on 12 May 2019 - 9:10

490

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Stopped uniformly integrable process in discrete time is uniformly integrable?

Published on 16 May 2019 - 7:38

145

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Uniform integrability of $\sqrt{n}X_n$ if $\sqrt{n}(X_n+o_p(X_n))$ is uniformly integrable

Published on 01 Jun 2019 - 17:35

47

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Uniformly Integrability and Non-Tightness

Published on 12 Jun 2019 - 5:01

195

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Uniform integrability and convergence in probability

Published on 22 Jun 2019 - 11:19

175

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Proof: Every supermartingale is locally of class $(D)$

Published on 23 Jun 2019 - 11:09

275

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Difficult example of Uniformly absolute continuous sequence but not $L^1$ bounded

Published on 09 Jul 2019 - 7:53

112

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Why does this expectation tend to 0 for random variables converging in probability?

Published on 26 Jul 2019 - 15:36

126

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How do I proof a characterisation of uniform integrability?

Published on 29 Jul 2019 - 19:11

List Question

Uniform integrability of negative part implied by convergence in L1 by "lower bound"?

Uniform integrability of the following martingale

Stopped random walk is not uniformly integrable

Minimal stopping time of brownian motion

$f_n\to f$ in $L^1(\mu)\implies f_n $ are uniformly integrable

Showing that the bounded $C \subseteq L^p[0,1]$ is uniformly integrable.

Showing that $C=\{h \in L^1(\Omega) : u_1(z) \leq h(z) \leq u_2(z)\}$ is weakly compact.

Stopped uniformly integrable process in discrete time is uniformly integrable?

Uniform integrability of $\sqrt{n}X_n$ if $\sqrt{n}(X_n+o_p(X_n))$ is uniformly integrable

Uniformly Integrability and Non-Tightness

Uniform integrability and convergence in probability

Proof: Every supermartingale is locally of class $(D)$

Difficult example of Uniformly absolute continuous sequence but not $L^1$ bounded

Why does this expectation tend to 0 for random variables converging in probability?

How do I proof a characterisation of uniform integrability?

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