On the Fatou Inequality.
Abstract
The classical Fatou inequality for non-negative measurable functions is intimately connected with problems of convergence of random variables (r.v.). The present paper focuses on the study of a modified form of the Fatou inequality which has important applications in the theory of convergence of r.v. We formulate our results in the language of probability.
Document Details
- Document Type
- Technical Report
- Publication Date
- Oct 01, 1983
- Accession Number
- ADA136383
Entities
People
- A. Dvoretzky
Organizations
- Stanford University