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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1981 Volume 26, Issue 2, Pages 385–391 (Mi tvp2520)

Short Communications

On the convergence of martingales and geometric properties of Banach spaces

Dang Hung Thang, Nguen Duy Tien

Vietnam, Hanoi

Abstract: In this paper we give a condition which implies the almost sure convergence of a class of martingales with values in a uniformly 2-smooth Banach space. This condition is also necessary if martingales take values in a uniformly 2-convex Banach space. These results allow us to characterize the Hilbert space in terms of the almost sure convergence of martingales.

Received: 16.02.1978


 English version:
Theory of Probability and its Applications, 1982, 26:2, 379–385

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