Solution
= Solution
The almost-sure <Martingale convergence theorem> states that a supermartingale $(X_n)$ satisfying $\sup_n\mathbb E[X_n^-]<\infty$ converges almost surely to a finite random variable.
= Solution
The almost-sure <Martingale convergence theorem> states that a supermartingale $(X_n)$ satisfying $\sup_n\mathbb E[X_n^-]<\infty$ converges almost surely to a finite random variable.