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On One Sufficient Condition for the Validity of the Strong Law of Large Numbers for Martingales

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Abstract

We prove a theorem on the strong law of large numbers for martingales. The existence of higher moments is not assumed. From the theorem proved, we deduce numerous well-known results on the strong law of large numbers both for martingales and for sequences of sums of independent random variables.

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Authors and Affiliations

  1. Kiev Polytechnic Institute, Kiev

    V. A. Koval'

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  1. V. A. Koval'
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Koval', V.A. On One Sufficient Condition for the Validity of the Strong Law of Large Numbers for Martingales. Ukrainian Mathematical Journal 52, 1554–1560 (2000). https://doi.org/10.1023/A:1010401101048

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