The martingale convergence theorem, with tears

DOI10.1016/0167-6911(87)90051-XzbMATH Open0625.60053MaRDI QIDQ579752FDOQ579752

Authors: John M. Morrison, Gary L. Wise 

Publication date: 1987

Published in: Systems \& Control Letters (Search for Journal in Brave)

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zbMATH Keywords

conditional expectationsrate of convergence in the martingale convergence theorem

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Strong limit theorems (60F15)

Cites Work

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• An asymptotic property of nonlinear estimators arising as solutions to a certain class of convex programming problems
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Cited In (5)

• On estimation of random variables via the martingale convergence theorem
• An application of martingale convergence theorem to analyse company data
• Title not available (Why is that?)
• Martingale convergence theorems for tensor splines
• Title not available (Why is that?)

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