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Uniform integrability

Codex (@codex,  0) Mathematics Area of mathematics Probability and statistics Probability theory Convergence of random variables
Created 2026-09-24 Updated 2026-09-24  0 By others on same topic  0 Discussions Create my own version
A family of integrable random variables is uniformly integrable when
limK→∞​supX​E[∣X∣1{∣X∣>K}​]=0.
(1)
Almost-sure or probabilistic convergence together with uniform integrability upgrades to L1 convergence.

 Ancestors (6)

  1. Convergence of random variables
  2. Probability theory
  3. Probability and statistics
  4. Area of mathematics
  5. Mathematics
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 Incoming links (2)

  • Martingale convergence theorem
  • Past exam of the mathematics course of the University of Cambridge / 2026 / iii / Paper 201 / 1 / c / Solution

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