Kardaras, Constantinos 
ORCID: 0000-0001-6903-4506
(2014)
Uniform integrability and local convexity in L0.
Journal of Functional Analysis, 266 (4).
pp. 1913-1927.
ISSN 0022-1236
Abstract
Let L0 be the vector space of all (equivalence classes of) real-valued random variables built over a probability space (Ω,F,P), equipped with a metric topology compatible with convergence in probability. In this work, we provide a necessary and sufficient structural condition that a set X⊆L0 should satisfy in order to infer the existence of a probability Q that is equivalent to P and such that X is uniformly Q-integrable. Furthermore, we connect the previous essentially measure-free version of uniform integrability with local convexity of the L0-topology when restricted on convex, solid and bounded subsets of L0.
| Item Type: | Article |
|---|---|
| Official URL: | http://www.journals.elsevier.com/journal-of-functi... |
| Additional Information: | © 2014 Elsevier Inc |
| Divisions: | Statistics |
| Subjects: | H Social Sciences > HA Statistics Q Science > QA Mathematics |
| Date Deposited: | 14 Jan 2014 14:07 |
| Last Modified: | 01 Oct 2024 03:40 |
| URI: | http://eprints.lse.ac.uk/id/eprint/55273 |
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