June 2014
Beginner
448 pages
16h 23m
English
book
Introduction to Imprecise Probabilities
by Matthias C. M. Troffaes, Gert de Cooman, Frank P. A. Coolen, Thomas Augustin
Content preview from Introduction to Imprecise Probabilities
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6.6 Limit theorems of probability
The main goal of this section is to give a constructive proof of Theorem 6.1, which says that event (6.1) holds strictly almost surely. The simple proof given here is inspired by [412] (proof of Theorem 3.1).
We say that a non-negative supermartingale 
forces an event 
if 
for every 
not in 
. We are required to construct a supermartingale forcing (6.1), where we can set 
, as we mentioned in Section 6.2. This is not difficult given Theorem 6.2.
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