A strong law of large numbers for martingales
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- by Shey Shiung Sheu and Yu Shan Yao
- Proc. Amer. Math. Soc. 92 (1984), 283-287
- DOI: https://doi.org/10.1090/S0002-9939-1984-0754722-4
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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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Bibliographic 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