On One Sufficient Condition for the Validity of the Strong Law of Large Numbers for Martingales |
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Authors: | Koval' V A |
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Institution: | (1) Kiev Polytechnic Institute, Kiev |
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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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