Informatics and Automation, Stochastic calculus, martingales, and their applications, Tome 287 (2014), pp. 300-309
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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/
@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/}
}
TY - JOUR
AU - P. A. Yaskov
TI - On the law of large numbers for martingales
JO - Informatics and Automation
PY - 2014
SP - 300
EP - 309
VL - 287
UR - http://geodesic.mathdoc.fr/item/TRSPY_2014_287_a16/
LA - ru
ID - TRSPY_2014_287_a16
ER -
%0 Journal Article
%A P. A. Yaskov
%T On the law of large numbers for martingales
%J Informatics and Automation
%D 2014
%P 300-309
%V 287
%U http://geodesic.mathdoc.fr/item/TRSPY_2014_287_a16/
%G ru
%F TRSPY_2014_287_a16
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.
[1] de la Peña V.H., Giné E., “Decoupling: From dependence to independence. Randomly stopped processes, $U$-statistics and processes, martingales and beyond”, Springer, New York, 1999 | MR | Zbl