On the law of large numbers for martingales
Informatics and Automation, Stochastic calculus, martingales, and their applications, Tome 287 (2014), pp. 300-309
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Additional constraints are obtained under which sufficient conditions in the classical law of large numbers in a scheme of series for martingales are also necessary. The accuracy of the constraints obtained is demonstrated by examples.
@article{TRSPY_2014_287_a16,
author = {P. A. Yaskov},
title = {On the law of large numbers for martingales},
journal = {Informatics and Automation},
pages = {300--309},
year = {2014},
volume = {287},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TRSPY_2014_287_a16/}
}
P. A. Yaskov. On the law of large numbers for martingales. Informatics and Automation, Stochastic calculus, martingales, and their applications, Tome 287 (2014), pp. 300-309. http://geodesic.mathdoc.fr/item/TRSPY_2014_287_a16/
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