On Kolmogorov’s Three Series Theorem and Mean Square Convergence of Martingales in a Banach Space

DOI10.1137/1124091zbMath0441.60006OpenAlexW2092021890MaRDI QIDQ3883202

Nguyen Duy Tien

Publication date: 1980

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1124091

zbMATH Keywords

Kolmogorov's three series theoremmean square convergence of martingales

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Sums of independent random variables; random walks (60G50) Geometry and structure of normed linear spaces (46B20) Probability theory on linear topological spaces (60B11)

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