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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
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
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
Linking options:
https://www.mathnet.ru/eng/tvp3653https://doi.org/10.4213/tvp3653 https://www.mathnet.ru/eng/tvp/v47/i2/p347
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