Majerek, Dariusz; Nowak, Wioletta; Zieba, Wieslaw - In: Statistics & Probability Letters 74 (2005) 3, pp. 272-280
One of the basic theorems used in proving almost sure convergence is the Fatou Lemma. It is common knowledge that any consideration of conditional theorems is a delicate matter. This paper presents a few examples indicating the differences between expected value and conditional expectation....