ThmDex – An index of mathematical definitions, results, and conjectures.
F10521
Formulation 1
Let $P = (\Omega, \mathcal{F}, \mathbb{P})$ be a D1159: Probability space such that
(i) $X : \Omega \to [-\infty, \infty]$ is a D4381: Random basic number on $P$
Then $\mathbb{P}(|X| < \infty) = 1$ if and only if
(1) \begin{equation} \mathbb{P}(X^+ < \infty) = 1 \end{equation}
(2) \begin{equation} \mathbb{P}(X^- < \infty) = 1 \end{equation}