On One Sufficient Condition for the Validity of the Strong Law of Large Numbers for Martingales

We prove a theorem on the strong law of large numbers for martingales. The existence of higher moments is not assumed. From the theorem proved, we deduce numerous well-known results on the strong law of large numbers both for martingales and for sequences of sums of independent random variables.

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Datum:2000
Hauptverfasser: Koval, V. A., Коваль, В. А.
Format: Artikel
Sprache:Russisch
Englisch
Veröffentlicht: Institute of Mathematics, NAS of Ukraine 2000
Online Zugang:https://umj.imath.kiev.ua/index.php/umj/article/view/4542
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Назва журналу:Ukrains’kyi Matematychnyi Zhurnal
Завантажити файл: Pdf

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Ukrains’kyi Matematychnyi Zhurnal
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author Koval, V. A.
Коваль, В. А.
Коваль, В. А.
author_facet Koval, V. A.
Коваль, В. А.
Коваль, В. А.
author_sort Koval, V. A.
baseUrl_str https://umj.imath.kiev.ua/index.php/umj/oai
collection OJS
datestamp_date 2020-03-18T20:30:59Z
description We prove a theorem on the strong law of large numbers for martingales. The existence of higher moments is not assumed. From the theorem proved, we deduce numerous well-known results on the strong law of large numbers both for martingales and for sequences of sums of independent random variables.
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spelling umjimathkievua-article-45422020-03-18T20:30:59Z On One Sufficient Condition for the Validity of the Strong Law of Large Numbers for Martingales Об одном достаточном условии выполнения усиленного закона больших чисел для мартингалов Koval, V. A. Коваль, В. А. Коваль, В. А. We prove a theorem on the strong law of large numbers for martingales. The existence of higher moments is not assumed. From the theorem proved, we deduce numerous well-known results on the strong law of large numbers both for martingales and for sequences of sums of independent random variables. Доведено теорему про підсилений закон великих чисел для мартгаїгалів. При цьому не припускається існування моментів, вищих за перший. Із доведеної теореми виводиться ряд відомих результатів про підсилений закон великих чисел як для мартингалів, так і для послідовностей сум незалежних випадкових величин. Institute of Mathematics, NAS of Ukraine 2000-10-25 Article Article application/pdf https://umj.imath.kiev.ua/index.php/umj/article/view/4542 Ukrains’kyi Matematychnyi Zhurnal; Vol. 52 No. 10 (2000); 1357-1362 Український математичний журнал; Том 52 № 10 (2000); 1357-1362 1027-3190 rus en https://umj.imath.kiev.ua/index.php/umj/article/view/4542/5788 https://umj.imath.kiev.ua/index.php/umj/article/view/4542/5789 Copyright (c) 2000 Koval V. A.
spellingShingle Koval, V. A.
Коваль, В. А.
Коваль, В. А.
On One Sufficient Condition for the Validity of the Strong Law of Large Numbers for Martingales
title On One Sufficient Condition for the Validity of the Strong Law of Large Numbers for Martingales
title_alt Об одном достаточном условии выполнения усиленного закона больших чисел для мартингалов
title_full On One Sufficient Condition for the Validity of the Strong Law of Large Numbers for Martingales
title_fullStr On One Sufficient Condition for the Validity of the Strong Law of Large Numbers for Martingales
title_full_unstemmed On One Sufficient Condition for the Validity of the Strong Law of Large Numbers for Martingales
title_short On One Sufficient Condition for the Validity of the Strong Law of Large Numbers for Martingales
title_sort on one sufficient condition for the validity of the strong law of large numbers for martingales
url https://umj.imath.kiev.ua/index.php/umj/article/view/4542
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