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Typical Martingale Diverges on a Co-$σ$-porous Set

arXiv.org
Typical Martingale Diverges on a Co-$σ$-porous Set
We consider the space of $L^p$-bounded martingales on the Cantor space for $p\in[1,\infty]$. Equipping the Cantor space with two standard metrics, we show that under both, a typical martingale diverges at a typical point. By a 'typical martingale', we mean an element of a co-$σ$-porous set when $p\in[1,\infty)$ and of a co-porous set when $p=\infty$. Specifically, we show that while a typical martingale diverges on a co-$σ$-porous set with respect to the first metric, no martingale diverges on a co-$σ$-porous set with respect to the second metric. Finally, we investigate the key factors determining whether the divergence set can be co-$σ$-porous.

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