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Probabilistic Preliminaries

In: Martingale Spaces and Inequalities

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  • Ruilin Long

Abstract

This chapter will be devoted to the probabilistic preliminaries, such as conditional expectations, stopping times, martingales and its convergences and decompositions, etc., which are needed in what follows. It is probably useful for those who are not familiar with Probability Theory.

Suggested Citation

  • Ruilin Long, 1993. "Probabilistic Preliminaries," Springer Books, in: Martingale Spaces and Inequalities, chapter 1, pages 1-31, Springer.
    • Handle: RePEc:spr:sprchp:978-3-322-99266-6_1
    DOI: 10.1007/978-3-322-99266-6_1
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