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 numbers; maximal inequality; martingale difference sequences

Mathematics Subject Classification ID

60F15: Strong limit theorems

60A10: Probabilistic measure theory

Related Items

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

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