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 obtained
Articolo in rivista - Articolo scientifico
Riesz representation, $L^0$ bounded sets, convergence in measure, Komlos Lemma
English
2013
75
2
171
193
open
Cassese, G. (2013). Convergence in measure under finite additivity. SANKHYA. SERIES A, 75(2), 171-193 [10.1007/s13171-013-0030-3].
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10281/45367
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