A contribution to the theory of asymptotic martingales

DOI10.1017/S001708950000495XzbMath0489.60058MaRDI QIDQ3951332

Allan Gut

Publication date: 1982

Published in: Glasgow Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

stability problemsRiesz decompositionamartsMarcinkiewicz law

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Generalizations of martingales (60G48) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (1)

The Marcinkiewicz-Zygmund LLN in Banach spaces: a generalized martingale approach

Cites Work

• On stopping rules and the expected supremum of \(S_n/a_n\) and \(| S_n|/a_n\)
• Amarts: A class of asymptotic martingales. A: Discrete parameter
• Pointwise in Terms of Weak Convergence
• Stability properties of the class of asymptotic martingales
• Moments of the maximum of normed partial sums of random variables with multidimensional indices
• Several stability properties of the class of asymptotic martingales
• Pointwise convergence in terms of expectations
• A "Fatou Equation" for Randomly Stopped Variables
• [https://portal.mardi4nfdi.de/wiki/Publication:5646185 Th�orie des processus stochastiques g�n�raux applications aux surmartingales]

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