We investigate the possibility of replacing the topology of convergence in probability with convergence in L1, upon a change of the underlying measure under finite additivity. We establish conditions for the continuity of linear operators and convergence of measurable sequences, including a finitely additive analog of Komlós Lemma. We also prove several topological implications. Eventually, a characterization of continuous linear functionals on the space of measurable functions is obtained
Cassese, G. (2013). Convergence in measure under finite additivity. SANKHYA. SERIES A, 75(2), 171-193 [10.1007/s13171-013-0030-3].
Convergence in measure under finite additivity
Cassese, G
2013
Abstract
We investigate the possibility of replacing the topology of convergence in probability with convergence in L1, upon a change of the underlying measure under finite additivity. We establish conditions for the continuity of linear operators and convergence of measurable sequences, including a finitely additive analog of Komlós Lemma. We also prove several topological implications. Eventually, a characterization of continuous linear functionals on the space of measurable functions is obtainedFile in questo prodotto:
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