Event Type:

Probability Seminar

Date/Time:

Tuesday, April 20, 2010 - 09:00

Location:

GILK 104

Abstract:

This is the second part of a sequence of two talks. In our first talk, we gave two characterizations of uniform integrability. After that, we had a good setting to introduce Orlicz Spaces.

The aim of this second talk is to give probabilistic results involving Orlicz Spaces. First, we will talk about Freniche's results which states that weakly martingale difference sequence in L^1[0,1] has arithmetic means that converge in norm to 0. We will focus on showing that any weakly martingale difference sequence in an Orlicz space whose N-function belongs to complement class of {\Delta}_3 class has arithmetic means that converge in norm to 0.