A Strong Law of Large Numbers for Martingales

DOI10.2307/2045204zbMATH Open0563.60031OpenAlexW4229946799MaRDI QIDQ3676897FDOQ3676897

Shey Shiung Sheu, Yu Shan Yao

Publication date: 1984

Full work available at URL: https://doi.org/10.2307/2045204

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zbMATH Keywords

strong law of large numbersmoment inequalities

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Strong limit theorems (60F15) Stopping times; optimal stopping problems; gambling theory (60G40)

Cites Work

• Title not available (Why is that?)
• On a Strong Law of Large Numbers for Martingales
• Title not available (Why is that?)
• On the tail behavior of sums of independent random variables

Cited In (12)

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• Rate of convergence in the strong law of large numbers for martingales
• A note on the rate of convergence in the strong law of large numbers for martingales
• A recurrence theorem for square-integrable martingales
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• Reflecting Brownian motion in generalized parabolic domains: explosion and superdiffusivity
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• On a sufficient condition for the validity of the strong law of large numbers for martingales
• On Extending the Brunk--Prokhorov Strong Law of Large Numbers
• Strong law of large numbers for adapted sequences and application to multivalued supermartingale

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