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Teoriya Veroyatnostei i ee Primeneniya, 2002, Volume 47, Issue 2, Pages 347–349
DOI: https://doi.org/10.4213/tvp3653
(Mi tvp3653)
 

This article is cited in 3 scientific papers (total in 3 papers)

Short Communications

On extending the Brunk–Prokhorov strong law of large numbers

V. M. Kruglov

M. V. Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics
Full-text PDF (334 kB) Citations (3)
Abstract: We prove that the sequence $\{b_n^{-1}(X_1+\dots+X_n)\}_{n\ge 1}$ converges almost everywhere to zero if $\{X_n\}_{n\ge 1}$ is a martingale difference with respect to some increasing sequence of $\sigma$-algebras of the basic probability space, the series $\sum_{n=1}^{\infty}n^{r-1}b_n^{-2r}E|X_n|^{2r}$ converges for some $r > 1$, the sequence of positive numbers $\{b_n\}_{n\ge 1}$ does not decrease and is unbounded, and there exists a strictly increasing sequence of positive integers $\{k_n\}_{n\ge 1}$ such that $\sup_{n\ge 1}k_{n+1}k_n^{-1}=d < \infty$ and
$$ 0<b=\inf_{n\ge 1}b_{k_n}b_{k_{n+1}}^{-1}\le \sup_{n\ge 1}b_{k_n}b_{k_{n+1}}^{-1}=c<1. $$

For $b_n=n$, all hypotheses are satisfied and the theorem reduces to the well-known theorem due to Brunk and Prokhorov for independent random variables.
Keywords: strong law of large numbers, martingale, almost everywhere convergence.
Received: 03.12.2001
English version:
Theory of Probability and its Applications, 2003, Volume 47, Issue 2, Pages 330–333
DOI: https://doi.org/10.1137/S0040585X9797969X
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: V. M. Kruglov, “On extending the Brunk–Prokhorov strong law of large numbers”, Teor. Veroyatnost. i Primenen., 47:2 (2002), 347–349; Theory Probab. Appl., 47:2 (2003), 330–333
Citation in format AMSBIB
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\by V.~M.~Kruglov
\paper On extending the Brunk--Prokhorov strong law of large numbers
\jour Teor. Veroyatnost. i Primenen.
\yr 2002
\vol 47
\issue 2
\pages 347--349
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\crossref{https://doi.org/10.4213/tvp3653}
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\zmath{https://zbmath.org/?q=an:1042.60011}
\transl
\jour Theory Probab. Appl.
\yr 2003
\vol 47
\issue 2
\pages 330--333
\crossref{https://doi.org/10.1137/S0040585X9797969X}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000183800700013}
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  • https://www.mathnet.ru/eng/tvp3653
  • https://doi.org/10.4213/tvp3653
  • https://www.mathnet.ru/eng/tvp/v47/i2/p347
  • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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