A Strong Law of Large Numbers for Martingales

DOI10.2307/2045204MaRDI QIDQ3676897zbMATH OpenOpenAlexFDO

Authors Shey Shiung Sheu, Yu Shan Yao

Publication date 1984

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

zbMATH Keywords

moment inequalitiesstrong law of large numbers

Mathematics Subject Classification ID

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

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Cites work

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• scientific article; zbMATH DE number 3366273 (Why is no real title available?)
• On a Strong Law of Large Numbers for Martingales
• On the tail behavior of sums of independent random variables

Cited in

(14)

• Oscillation and convergence of a martingale
• Strong law of large numbers for adapted sequences and application to multivalued supermartingale
• On a sufficient condition for the validity of the strong law of large numbers for martingales
• scientific article; zbMATH DE number 4178235 (Why is no real title available?)
• scientific article; zbMATH DE number 3978056 (Why is no real title available?)
• scientific article; zbMATH DE number 55670 (Why is no real title available?)
• A recurrence theorem for square-integrable martingales
• scientific article; zbMATH DE number 699472 (Why is no real title available?)
• scientific article; zbMATH DE number 1111382 (Why is no real title available?)
• On Extending the Brunk--Prokhorov Strong Law of Large Numbers
• scientific article; zbMATH DE number 2034511 (Why is no real title available?)
• A note on the rate of convergence in the strong law of large numbers for martingales
• Reflecting Brownian motion in generalized parabolic domains: explosion and superdiffusivity
• Rate of convergence in the strong law of large numbers for martingales

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