Mathlib Map

Theorems · Theorem · probability

MeasureTheory.Submartingale.exists_ae_tendsto_of_bdd

∀ {Ω : Type u_1} {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} {ℱ : MeasureTheory.Filtration ℕ m0}
  {f : ℕ → Ω → ℝ} {R : NNReal} [MeasureTheory.IsFiniteMeasure μ],
  MeasureTheory.Submartingale f ℱ μ →
    (∀ (n : ℕ), MeasureTheory.eLpNorm (f n) 1 μ ≤ ↑R) →
      ∀ᵐ (ω : Ω) ∂μ, ∃ c, Filter.Tendsto (fun n => f n ω) Filter.atTop (nhds c)

An L¹-bounded submartingale converges almost everywhere.

Defined in
Mathlib.Probability.Martingale.Convergence
Cited by
2 results in Mathlib
Foundations
Depth 316 from the axioms · uses propext, Classical.choice, Quot.sound
Assumes
MeasureTheory.IsFiniteMeasure

Around this declaration

Dashed lines are statement dependencies; solid lines are citations in proofs.

Cites30

Mathlib declarations this one mentions in its statement or cites explicitly in its proof. Plumbing is filtered out.

Cited by2

Results whose statement or proof uses this declaration.