The Doob inequality and strong law of large numbers for multidimensional arrays in general Banach spaces
Kybernetika, Tome 48 (2012) no. 2, pp. 254-267
Cet article a éte moissonné depuis la source Czech Digital Mathematics Library
We establish the Doob inequality for martingale difference arrays and provide a sufficient condition so that the strong law of large numbers would hold for an arbitrary array of random elements without imposing any geometric condition on the Banach space. Some corollaries are derived from the main results, they are more general than some well-known ones.
We establish the Doob inequality for martingale difference arrays and provide a sufficient condition so that the strong law of large numbers would hold for an arbitrary array of random elements without imposing any geometric condition on the Banach space. Some corollaries are derived from the main results, they are more general than some well-known ones.
Classification :
60B12, 60E15, 60F15, 60G42
Keywords: the Doob inequality; strong law of large numbers; martingale difference array; Banach space
Keywords: the Doob inequality; strong law of large numbers; martingale difference array; Banach space
@article{KYB_2012_48_2_a5,
author = {Huan, Nguyen Van and Quang, Nguyen Van},
title = {The {Doob} inequality and strong law of large numbers for multidimensional arrays in general {Banach} spaces},
journal = {Kybernetika},
pages = {254--267},
year = {2012},
volume = {48},
number = {2},
mrnumber = {2954324},
language = {en},
url = {http://geodesic.mathdoc.fr/item/KYB_2012_48_2_a5/}
}
TY - JOUR AU - Huan, Nguyen Van AU - Quang, Nguyen Van TI - The Doob inequality and strong law of large numbers for multidimensional arrays in general Banach spaces JO - Kybernetika PY - 2012 SP - 254 EP - 267 VL - 48 IS - 2 UR - http://geodesic.mathdoc.fr/item/KYB_2012_48_2_a5/ LA - en ID - KYB_2012_48_2_a5 ER -
Huan, Nguyen Van; Quang, Nguyen Van. The Doob inequality and strong law of large numbers for multidimensional arrays in general Banach spaces. Kybernetika, Tome 48 (2012) no. 2, pp. 254-267. http://geodesic.mathdoc.fr/item/KYB_2012_48_2_a5/