A Strong Law of Large Numbers for Martingales

DOI10.2307/2045204zbMath0563.60031OpenAlexW4229946799MaRDI QIDQ3676897

Shey Shiung Sheu, Yu Shan Yao

Publication date: 1984

Full work available at URL: https://doi.org/10.2307/2045204

zbMATH Keywords

strong law of large numbersmoment inequalities

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Strong limit theorems (60F15) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (2)

Reflecting Brownian motion in generalized parabolic domains: explosion and superdiffusivity ⋮ A note on the rate of convergence in the strong law of large numbers for martingales

Cites Work

• On the tail behavior of sums of independent random variables
• On a Strong Law of Large Numbers for Martingales
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