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Published 20 hours ago • verified publisher icon leanprover-community

feat(probability/martingale/convergence): L¹ martingale convergence theorem and Lévy's upwards theorem

Open kex-y opened this issue 3 years ago • 0 comments

This PR proves the L¹ martingale convergence theorem and as a corollary, also the Lévy upwards theorem.

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kex-y avatar Aug 13 '22 17:08 kex-y