Prokhorov–Loève strong law of large numbers for martingales normalized by operators

Buldygin, V.; Koval’, V.

doi:10.1090/S0094-9000-07-00679-5

Prokhorov–Loève strong law of large numbers for martingales normalized by operators

Authors: V. V. Buldygin and V. O. Koval’
Translated by: Oleg Klesov
Journal: Theor. Probability and Math. Statist. 73 (2006), 31-46
MSC (2000): Primary 60F15
DOI: https://doi.org/10.1090/S0094-9000-07-00679-5
Published electronically: January 17, 2007
MathSciNet review: 2213334
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Abstract: We study strong laws of large numbers for multivariate martingales normalized by linear operators in a finite-dimensional Euclidean space. Corollaries of the general results are considered for martingales under moment restrictions.

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