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Uniform integrability from an Lp bound (p>1)

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Probability theory Convergence of random variables Uniform integrability
2026-10-05  0 By others on same topic  0 Discussions Create my own version
For p>1, supn​E∣Xn​∣p=C<∞ gives supn​E[∣Xn​∣1∣Xn​∣>M​]≤CM1−p→0. Thus an Lp bound implies uniform integrability; a mere L1 bound does not.

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  1. Uniform integrability
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  • Past exam of the mathematics course of the University of Cambridge / 2015 / iii / Paper 30 / 1 / c / Solution

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