Strong laws for martingale differences and independent random variables (Q1272498)

This paper contains a collection of very general strong laws of large numbers of classical type. The paper commences with the case of independent nonnegative variables, then gives versions, first without nonnegativity, then without independence. Next there are various strong laws of large numbers for martingale differences with a diverse collection of constant, random and hybrid normings. The final result provides a \(\limsup\) bound for a normalized supermartingale.