Lp-convergence of a certain class of product martingales
1994 ◽
Vol 37
(2)
◽
pp. 243-254
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Keyword(s):
We establish the Kakutani dichotomy property for two generalized Rademacher–Riesz product measures μ, ν that either μ, ν are equivalent measures or they are mutually singular according as a certain series converges or diverges. We further give sufficient conditions so that in the equivalence case the Radon–Nikodym derivative dμ/dν belongs to Lp(v) for all positive real numbers p, by proving that a certain product martingale converges in Lp(v) for p ≧ 1.
2018 ◽
Vol 7
(1)
◽
pp. 77-83
Keyword(s):
Keyword(s):
2009 ◽
Vol 2009
◽
pp. 1-11
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Keyword(s):
2014 ◽
Vol 33
(2)
◽
pp. 59-67
Keyword(s):
1985 ◽
Vol 28
(2)
◽
pp. 167-183
◽
2019 ◽
Vol 26
(1/2)
◽
pp. 41-55
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