LP-CONVERGENCE OF A CERTAIN CLASS OF PRODUCT MARTINGALES

被引：2

作者：

KOUMANDOS, S ^{[1
]}

机构：

[1] UNIV ADELAIDE,DEPT PURE MATH,ADELAIDE,SA 5001,AUSTRALIA

来源：

PROCEEDINGS OF THE EDINBURGH MATHEMATICAL SOCIETY | 1994年 / 37卷

关键词：

D O I：

10.1017/S0013091500006052

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

We establish the Kakutani dichotomy property for two generalized Rademacher-Riesz product measures mu, nu; that either mu, nu are equivalent measures or they are mutually singular according as a certain series converges or diverges. We further give sufficient conditions so that in the equivalence case the Radon-Nikodym derivative du/dv belongs to L(p)(nu) for all positive real numbers p, by proving that a certain product martingale converges in L(p)(nu) for p greater-than-or-equal-to 1.

引用

页码：243 / 254

页数：12

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