Martingales with a countable filtering index set

DOI10.1214/aop/1176995658zbMath0432.60055OpenAlexW2017914781MaRDI QIDQ1138847

Jean-Pierre Gabriel

Publication date: 1977

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176995658

zbMATH Keywords

martingalesstochastic convexitylaw of large numbersalmost everywhere convergencesectorsfiltering sets

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

Related Items (8)

On the integrability of \(\sup | S_ n| /n^{1/r}\) for \(1<r<2\) ⋮ On moment conditions for the supremum of normed sums ⋮ Two-parameter strong laws and maximal inequalities forU-statistics ⋮ Stopping rules and tactics for processes indexed by a directed set ⋮ On moments of the supremum of normed weighted averages ⋮ On moments of the supremum of normed partial sums of random variables indexed by \(N^ k\) ⋮ On the maximal inequalities for the average of pairwise i.i.d. random variables ⋮ Moments of the maximum of normed partial sums of random variables with multidimensional indices

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