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On the law of large numbers for martingales
P. A. Yaskov Steklov Mathematical Institute of Russian Academy of Sciences, Moscow, Russia
Abstract:
Additional constraints are obtained under which sufficient conditions in the classical law of large numbers in a scheme of series for martingales are also necessary. The accuracy of the constraints obtained is demonstrated by examples.
Received in September 2014
Citation:
P. A. Yaskov, “On the law of large numbers for martingales”, Stochastic calculus, martingales, and their applications, Collected papers. Dedicated to Academician Albert Nikolaevich Shiryaev on the occasion of his 80th birthday, Trudy Mat. Inst. Steklova, 287, MAIK Nauka/Interperiodica, Moscow, 2014, 300–309; Proc. Steklov Inst. Math., 287:1 (2014), 289–298
Linking options:
https://www.mathnet.ru/eng/tm3589https://doi.org/10.1134/S0371968514040177 https://www.mathnet.ru/eng/tm/v287/p300
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