关于条件期望的几乎处处收敛性

Some results about the convergence almost everywhere of conditional expectations

对条件期望的几乎处处收敛性给出一个较为一般的定理,使得原先的一些结果成为证明非常简洁的推论,另外对均值下鞅也给出了一些条件期望收敛性的结果.

A general result about the convergence almost everywhere of sequences of conditional expectations is presented, of which some known conclusions are only special cases. Some results on the convergence of conditional expectations of submmart is also given.