From 32557f8cbeeb3d0abdd2c4a486c27a5c887539a9 Mon Sep 17 00:00:00 2001 From: Josia Pietsch Date: Wed, 19 Jul 2023 20:59:36 +0200 Subject: [PATCH] conditional dominated convergence --- inputs/lecture_15.tex | 9 ++++----- 1 file changed, 4 insertions(+), 5 deletions(-) diff --git a/inputs/lecture_15.tex b/inputs/lecture_15.tex index 8be2ce0..0638b64 100644 --- a/inputs/lecture_15.tex +++ b/inputs/lecture_15.tex @@ -113,11 +113,10 @@ We want to derive some properties of conditional expectation. \begin{theorem}[Conditional dominated convergence theorem] \label{ceprop7} \label{cdct} - Let $X_n,X \in L^1(\Omega, \cF, \bP)$. - Suppose $|X_n(\omega)| < X(\omega)$ a.e.~ - and $\int |X| \dif \bP < \infty$. - Then $X_n(\omega) \to X\left( \omega \right) \implies \bE[ X_n | \cG] \to \bE[X | \cG]$. - + Let $X_n,Y \in L^1(\Omega, \cF, \bP)$. + Suppose that $\sup_n |X_n(\omega)| < Y(\omega)$ a.e.~ + and that $X_n$ converges to a pointwise limit $X$. + Then $\bE[ X_n | \cG] \to \bE[X | \cG]$ a.e. \end{theorem} \begin{proof} \notes