@article{oai:ynu.repo.nii.ac.jp:00006891, author = {Kruk, Lukasz and Zieba, Wieslaw}, issue = {1}, journal = {Yokohama Mathematical Journal = 横濱市立大學紀要. D部門, 数学}, month = {}, note = {application/pdf, In this paper we give a necessary and sufficient condition for a $L^{1}$-bounded asymptotic martingale (amart) taking values in a Banach space to converge almost surely in norm: such an asymptotic martingale $(X_{n}, F_{n}, n¥geqq 1)$ converges a.s. iff it is strongly tight, i.e. for every $¥epsilon>0$ there exists a compact set $K_{¥epsilon}$ such that $ (¥bigcap_{n=1}^{¥infty}[X_{n}¥in K_{¥epsilon}])>1-¥epsilon$ . Moreover, we show that for realvalued martingales the well known theorem of Doob is, in some sense, the best possible-there exists a martingale $(X_{n}, n¥geqq 1)$ such that ¥sup_{n}E|X_{n}|^{a}<¥infty$ for every $a¥in(O, 1)$ and it diverges a.s. (in fact, it does not even converge in law, although it is strongly tight).}, pages = {61--72}, title = {A CRITERION OF ALMOST SURE CONVERGENCE OF ASYMPTOTIC MARTINGALES IN A BANACH SPACE}, volume = {43}, year = {1995} }