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.
Saved in:
| Date: | 2000 |
|---|---|
| Main Authors: | Koval, V. A., Коваль, В. А. |
| Format: | Article |
| Language: | Russian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
2000
|
| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/4542 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: | |
Institution
Ukrains’kyi Matematychnyi ZhurnalSimilar Items
On the Strong Law of Large Numbers for Multivariate Martingales with Continuous Time
by: Koval, V. A., et al.
Published: (2001)
by: Koval, V. A., et al.
Published: (2001)
Strong Law of Large Numbers with Operator Normalizations for Martingales and Sums of Orthogonal Random Vectors
by: Buldygin, V. V., et al.
Published: (2000)
by: Buldygin, V. V., et al.
Published: (2000)
Bounded law of the iterated logarithm for multidimensional martingales normalized by matrices
by: Koval, V. A., et al.
Published: (2006)
by: Koval, V. A., et al.
Published: (2006)
On the strong law of large numbers for φ-sub-Gaussian random variables
by: K. Zajkowski
Published: (2021)
by: K. Zajkowski
Published: (2021)
On the strong law of large numbers for ϕ-sub-Gaussian random variables
by: Zajkowski, K., et al.
Published: (2021)
by: Zajkowski, K., et al.
Published: (2021)
Estimation of the convergence rate in central limiting theorem for two-parametric martingale-differences
by: Koval , T. L., et al.
Published: (1992)
by: Koval , T. L., et al.
Published: (1992)
A sufficient condition for strong almost-periodicity of scalarly almost periodic representations of the group of real numbers
by: Kadets, M. I., et al.
Published: (1997)
by: Kadets, M. I., et al.
Published: (1997)
Generalization of One Sufficient Condition for Fourier Multipliers
by: Kolomoitsev, Yu. S., et al.
Published: (2012)
by: Kolomoitsev, Yu. S., et al.
Published: (2012)
The order law of large numbers of the Marcinkiewicz - Zygmund
by: Akbash, K. S., et al.
Published: (2010)
by: Akbash, K. S., et al.
Published: (2010)
On the Marcinkiewicz–Zygmund law of large numbers in Banach lattices
by: Matsak, I. K., et al.
Published: (2010)
by: Matsak, I. K., et al.
Published: (2010)
Strong laws of large numbers and asymptotic equipartition property for the asymptotic n-branch Markov chains indexed by a Cayley tree
by: R. Gao, et al.
Published: (2017)
by: R. Gao, et al.
Published: (2017)
A functional limit theorem of the type of the law of large numbers for random reliefs
by: Yurachkovskii, A. P., et al.
Published: (1999)
by: Yurachkovskii, A. P., et al.
Published: (1999)
Law of Large Numbers for Roots of Finite Free Multiplicative Convolution of Polynomials
by: Fujie, Katsunori, et al.
Published: (2023)
by: Fujie, Katsunori, et al.
Published: (2023)
Necessary and sufficient condition for the existence of the one-point time on an oriented set
by: Ya. I. Hrushka
Published: (2019)
by: Ya. I. Hrushka
Published: (2019)
On one approach to numerical solution of the mass transfer problems with large Peclet numbers
by: Ya. H. Savula, et al.
Published: (2018)
by: Ya. H. Savula, et al.
Published: (2018)
Validity of t–J approximation for extended Hubbard model with strong repulsion
by: V. O. Cheranovskii, et al.
Published: (2017)
by: V. O. Cheranovskii, et al.
Published: (2017)
Validity of t–J approximation for extended Hubbard model with strong repulsion
by: Cheranovskii, V.O., et al.
Published: (2017)
by: Cheranovskii, V.O., et al.
Published: (2017)
Validity of t–J approximation for extended Hubbard model with strong repulsion
by: Cheranovskii, V.O., et al.
Published: (2018)
by: Cheranovskii, V.O., et al.
Published: (2018)
Law of the Iterated Logarithm for Unstable Gaussian Autoregressive Models
by: Koval, V. A., et al.
Published: (2001)
by: Koval, V. A., et al.
Published: (2001)
Graphs with large Steiner number
by: J. John, et al.
Published: (2024)
by: J. John, et al.
Published: (2024)
Graphs with large Steiner number
by: John, J., et al.
Published: (2024)
by: John, J., et al.
Published: (2024)
A remark on John – Nirenberg theorem for martingales
by: L. Li
Published: (2018)
by: L. Li
Published: (2018)
A remark on John – Nirenberg theorem for martingales
by: Li, L., et al.
Published: (2018)
by: Li, L., et al.
Published: (2018)
A remark on John-Nirenberg theorem for martingales
by: Libo Li,, et al.
Published: (2023)
by: Libo Li,, et al.
Published: (2023)
The McKean martingale for the homogeneous $R-D$-systems
by: Safaryan, R. G., et al.
Published: (1993)
by: Safaryan, R. G., et al.
Published: (1993)
One sufficient sign of the existence of 2-full part in the group
by: Shunkov , V. P., et al.
Published: (1992)
by: Shunkov , V. P., et al.
Published: (1992)
Sufficient conditions for the almost layer finiteness of groups
by: Senashov, V. I., et al.
Published: (1999)
by: Senashov, V. I., et al.
Published: (1999)
On the martingale problem for pseudo-differential operators of variable order
by: Komatsu, T.
Published: (2008)
by: Komatsu, T.
Published: (2008)
On the ε-sufficient control in one merton problem with “physical” white noise
by: Bondarev, B. V., et al.
Published: (2009)
by: Bondarev, B. V., et al.
Published: (2009)
On sufficient conditions of stability for systems with constantly acting disturbances
by: Martуnуuk, А. А., et al.
Published: (1971)
by: Martуnуuk, А. А., et al.
Published: (1971)
On Necessary and Sufficient Conditions for the Asymptotic Stability of Impulsive Systems
by: Ignat'ev, A. O., et al.
Published: (2003)
by: Ignat'ev, A. O., et al.
Published: (2003)
Sufficient Conditions of Stability of Motion of Polynomial Systems
by: A. A. Martynjuk, et al.
Published: (2020)
by: A. A. Martynjuk, et al.
Published: (2020)
Necessary and sufficient conditions of optimality in the problems of control with fuzzy parameters
by: Molchanyuk, I. V., et al.
Published: (2009)
by: Molchanyuk, I. V., et al.
Published: (2009)
Necessary and Sufficient Conditions for the Solvability of the Gauss Variational Problem
by: Zorii, N. V., et al.
Published: (2005)
by: Zorii, N. V., et al.
Published: (2005)
A family of martingales generated by a process with independent increments
by: Sole, J.L., et al.
Published: (2008)
by: Sole, J.L., et al.
Published: (2008)
Sufficient conditions and radius problems for the Silverman class
by: S. S. Kumar, et al.
Published: (2024)
by: S. S. Kumar, et al.
Published: (2024)
Sufficient conditions for bounded turning of analytic functions
by: N. Tuneski, et al.
Published: (2018)
by: N. Tuneski, et al.
Published: (2018)
Sufficient conditions and radius problems for the Silverman class
by: Kumar, S. Sivaprasad, et al.
Published: (2024)
by: Kumar, S. Sivaprasad, et al.
Published: (2024)
Sufficient conditions for bounded turning of analytic functions
by: Bulboacă, T., et al.
Published: (2018)
by: Bulboacă, T., et al.
Published: (2018)
Problems of theoretical validity of a number of definitions in legislative and regulatory documents on banking
by: L. N. Rjabinina
Published: (2017)
by: L. N. Rjabinina
Published: (2017)
Similar Items
-
On the Strong Law of Large Numbers for Multivariate Martingales with Continuous Time
by: Koval, V. A., et al.
Published: (2001) -
Strong Law of Large Numbers with Operator Normalizations for Martingales and Sums of Orthogonal Random Vectors
by: Buldygin, V. V., et al.
Published: (2000) -
Bounded law of the iterated logarithm for multidimensional martingales normalized by matrices
by: Koval, V. A., et al.
Published: (2006) -
On the strong law of large numbers for φ-sub-Gaussian random variables
by: K. Zajkowski
Published: (2021) -
On the strong law of large numbers for ϕ-sub-Gaussian random variables
by: Zajkowski, K., et al.
Published: (2021)