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A note concerning the L1convergence of a class of games which become fairer with time
Published online by Cambridge University Press: 18 May 2009
Extract
Throughout this note, let be a probability space with
an increasing sequence of sub σ-fields of
whose union generates
. Let
be a sequence of random variables adapted to
(see [3], p. 65) and henceforth be referred to as a game. As in [1], the game
will be said to become fairer with time if, for every ε > ε,
as n, m → ∞ with n ≧ m
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- Copyright © Glasgow Mathematical Journal Trust 1972
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