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Proceedings of the American Mathematical Society

Published by the American Mathematical Society since 1950, Proceedings of the American Mathematical Society is devoted to shorter research articles in all areas of pure and applied mathematics.

ISSN 1088-6826 (online) ISSN 0002-9939 (print)

The 2020 MCQ for Proceedings of the American Mathematical Society is 0.85.

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A strong law of large numbers for martingales
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by Shey Shiung Sheu and Yu Shan Yao PDF
Proc. Amer. Math. Soc. 92 (1984), 283-287 Request permission

Abstract:

We derive a moment inequality for the Skorohod representation theorem and apply it to obtain a strong law of large numbers for martingales.
References
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  • Y. S. Chow, On a strong law of large numbers for martingales, Ann. Math. Statist. 38 (1967), 610. MR 208648, DOI 10.1214/aoms/1177698981
  • David Freedman, Brownian motion and diffusion, Holden-Day, San Francisco, Calif.-Cambridge-Amsterdam, 1971. MR 0297016
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  • A. V. Skorohod, Issledovaniya po teorii sluchaĭ nykh protsessov (Stokhasticheskie differentsial′nye uravneniya i predel′nye teoremy dlya protsessov Markova), Izdat. Kiev. Univ., Kiev, 1961 (Russian). MR 0185619
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Additional Information
  • © Copyright 1984 American Mathematical Society
  • Journal: Proc. Amer. Math. Soc. 92 (1984), 283-287
  • MSC: Primary 60G42; Secondary 60F15
  • DOI: https://doi.org/10.1090/S0002-9939-1984-0754722-4
  • MathSciNet review: 754722