New proofs of a theorem of Komlós

DOI10.1007/BF01949141zbMath0612.60032MaRDI QIDQ1088283

Mark Schwartz

Publication date: 1986

Published in: Acta Mathematica Hungarica (Search for Journal in Brave)

zbMATH Keywords

strong law of large numbersmaximal inequalitymartingale difference sequences

Mathematics Subject Classification ID

Strong limit theorems (60F15) Probabilistic measure theory (60A10)

Related Items (14)

Strong supermartingales and limits of nonnegative martingales ⋮ A version of Komlós theorem for additive set functions ⋮ Convex compactness and its applications ⋮ Existence, Characterization, and Approximation in the Generalized Monotone-Follower Problem ⋮ A strong law of large numbers for positive random variables ⋮ A noncommutative generalisation of a problem of Steinhaus ⋮ Optimal consumption from investment and random endowment in incomplete semimartingale markets. ⋮ Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption ⋮ Finitely additive supermartingales ⋮ On dynamic programming equations for utility indifference pricing under delta constraints ⋮ Generalized Neyman-Pearson lemma via convex duality. ⋮ On optimal terminal wealth under transaction costs ⋮ Utility maximization with a stochastic clock and an unbounded random endowment ⋮ Unnamed Item

Cites Work

• Unnamed Item
• Limit theorems for subsequences of arbitrarily-dependent sequences of random variables
• An elementary proof of the strong law of large numbers
• A generalization of a problem of Steinhaus

This page was built for publication: New proofs of a theorem of Komlós