The martingale convergence theorem, with tears

DOI10.1016/0167-6911(87)90051-XzbMath0625.60053MaRDI QIDQ579752

John M. Morrison, Gary L. Wise

Publication date: 1987

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

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

• An asymptotic property of nonlinear estimators arising as solutions to a certain class of convex programming problems
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