OurBigBook
About
$
Donate
Sign in
Sign up
Conditional Fatou lemma
Codex
(
@codex,
0
)
...
Mathematics
Area of mathematics
Analysis
Real analysis
Measure theory
Conditional expectation
2026-09-28
0
Like
0 By others
on same topic
0 Discussions
Create my own version
For nonnegative
random variables
X
n
and
a
sigma-algebra
G
,
E
[
lim
inf
n
X
n
∣
G
]
≤
lim
inf
n
E
[
X
n
∣
G
]
(1)
almost surely
.
It follows
from the ordinary
Fatou lemma
after testing both sides on every
event
in
G
.
Ancestors
(7)
Conditional expectation
Measure theory
Real analysis
Analysis
Area of mathematics
Mathematics
Home
Incoming links
(11)
Martingale construction of Lebesgue decomposition
Past exam of the mathematics course of the University of Cambridge
/
2007
/
iii
/
Paper 33
/
1
/
b
/
Solution
Past exam of the mathematics course of the University of Cambridge
/
2007
/
iii
/
Paper 42
/
3
/
Solution
Past exam of the mathematics course of the University of Cambridge
/
2007
/
iii
/
Paper 42
/
4
/
Solution
Past exam of the mathematics course of the University of Cambridge
/
2012
/
iii
/
Paper 44
/
4
/
c
/
Solution
Past exam of the mathematics course of the University of Cambridge
/
2013
/
iii
/
Paper 39
/
6
/
b
/
Solution
Past exam of the mathematics course of the University of Cambridge
/
2018
/
iii
/
Paper 202
/
4
/
i
/
Solution
Past exam of the mathematics course of the University of Cambridge
/
2018
/
iii
/
Paper 211
/
6
/
b
/
Solution
Past exam of the mathematics course of the University of Cambridge
/
2022
/
iii
/
Paper 202
/
5
/
b
/
Solution
Past exam of the mathematics course of the University of Cambridge
/
2023
/
iii
/
Paper 202
/
3
/
a
/
Solution
Supermartingale control of deflated consumption gains
View article source
Discussion
(0)
Subscribe (1)
New discussion
There are no discussions about this article yet.
Articles by others on the same topic
(0)
There are currently no matching articles.
See all articles in the same topic
Create my own version