We prove that the martingale convergence theorem for generalized conditional expectations in von Neumann algebras holds in the weak topology without restrictions. The situation is therefore different from the strong topology case, where there are restrictive conditions which distinguish between increasing and decreasing sequences of von Neumann algebras. Moreover known counterexamples show that in the decreasing case the strong martingale convergence theorem might not hold.

Accardi, L., Longo, R. (1993). Martingale convergence of generalized conditional expectations. JOURNAL OF FUNCTIONAL ANALYSIS, 118(1), 119-130 [10.1006/jfan.1993.1139].

Martingale convergence of generalized conditional expectations

ACCARDI, LUIGI;LONGO, ROBERTO
1993-01-01

Abstract

We prove that the martingale convergence theorem for generalized conditional expectations in von Neumann algebras holds in the weak topology without restrictions. The situation is therefore different from the strong topology case, where there are restrictive conditions which distinguish between increasing and decreasing sequences of von Neumann algebras. Moreover known counterexamples show that in the decreasing case the strong martingale convergence theorem might not hold.
1993
Pubblicato
Rilevanza internazionale
Articolo
Esperti anonimi
Settore MAT/06 - PROBABILITA' E STATISTICA MATEMATICA
English
Volterra preprint N. 49 (1990)
Accardi, L., Longo, R. (1993). Martingale convergence of generalized conditional expectations. JOURNAL OF FUNCTIONAL ANALYSIS, 118(1), 119-130 [10.1006/jfan.1993.1139].
Accardi, L; Longo, R
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2108/75047
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