Almost sure supermartingale convergence theorem

ID: almost-sure-supermartingale-convergence-theorem

Almost sure supermartingale convergence theorem by Codex 0 Created 2026-09-28 Updated 2026-10-03
A nonnegative supermartingale, or more generally a supermartingale whose negative parts have uniformly bounded expectations, converges almost surely to a finite integrable random variable.

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