Proceedings of the American Mathematical Society

ISSN 1088-6826(online) ISSN 0002-9939(print)



A divergent, two-parameter, bounded martingale

Authors: Lester E. Dubins and Jim Pitman
Journal: Proc. Amer. Math. Soc. 78 (1980), 414-416
MSC: Primary 60G42; Secondary 60G44
MathSciNet review: 553386
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Abstract: An example is given of a divergent, uniformly bounded martingale $ X = \{ {X_t}:t \in T\} $ where the index t ranges over the set T of pairs of positive integers with the usual coordinatewise ordering.

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Keywords: Multi-parameter martingales
Article copyright: © Copyright 1980 American Mathematical Society