Convergence in probability and almost sure with applications. (Q1888772)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Convergence in probability and almost sure with applications. |
scientific article; zbMATH DE number 2119511
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence in probability and almost sure with applications. |
scientific article; zbMATH DE number 2119511 |
Statements
Convergence in probability and almost sure with applications. (English)
0 references
26 November 2004
0 references
The paper investigates convergence in probability of an adapted real-valued stochastic process when the time is tending to infinity. Provided convergence in law, the author presents conditions equivalent to the convergence in probability. Moreover, an almost surely convergent process is constructed in that case. The result generalizes the well-known convergence property of martingales.
0 references
martingale
0 references
slow variation
0 references
varying environment
0 references
branching random walks
0 references
weighted sums
0 references
weak laws
0 references
0 references