On the Kolmogorov theorem

DOI10.1023/A:1011315826452MaRDI QIDQ1600640zbMATH OpenOpenAlexFDO

Authors V. M. Kruglov

Publication date 16 June 2002

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1011315826452

zbMATH Keywords

Doob's theoremLévy's theoremmartingale convergence

Mathematics Subject Classification ID

(L^p)-limit theorems (60F25) Martingales with discrete parameter (60G42)

Review text

A proof of the Doob's martingale convergence is given without resorting to the Doob's inequality for the number of intersections. The proof is based on a generalization of Kolmogorov's theorem to the \(L^p\)-case, which is also derived in the paper. This theorem immediately implies the well-known Lévy theorem.

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(9)

• Kolmogorov's contributions to the foundations of probability
• The convergence theorem for discrete-time martingales
• On a Kolmogorov Inequality
• On a Uniform Limit Theorem of A. N. Kolmogorov
• scientific article; zbMATH DE number 3910692 (Why is no real title available?)
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• On Bochner-Kolmogorov Theorem
• Information on the eleventh ``Kolmogorov Students' Contest on Probability Theory
• On a constructive proof of Kolmogorov's superposition theorem

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