Abstract
Let \(\{\mathcal {A}_k\}_{k=0}^\infty \) be a filtration of σ-algebras on a probability space \((\Omega ,\mathcal {A},\mathbb {P})\), i.e., \(\mathcal {A}_0\subset \mathcal { A}_1\subset \dots \subset \mathcal {A}_k\subset \dots \subset \mathcal {A}.\) A sequence of random variables (r.v.’s) \(\{v_k\}_{k=1}^\infty \) is said to be predictable with respect to this filtration (or \(\{\mathcal {A}_k\}\)-predictable) if v k is \(\mathcal {A}_{k-1}\)-measurable for every k = 1, 2, ….
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Astashkin, S.V. (2020). Martingale Transforms of the Rademacher Sequence in Symmetric Spaces. In: The Rademacher System in Function Spaces. Birkhäuser, Cham. https://doi.org/10.1007/978-3-030-47890-2_13
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