The strong law of large numbers for random processes |
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| Authors: | A A Naumov |
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| Institution: | 1.Department of Computational Mathematics and Cybernetics,Moscow State University,Moscow,Russia |
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| Abstract: | Analogs of the Kolmogorov, Zygmund-Martsenkevich, and Brunk-Prokhorov strong law of large numbers are proved for martingales
with continuous parameter. A new generalization of the Brunk—Prokhorov strong law of large numbers is given for martingales
with discrete times. Along with convergence almost everywhere, we also prove the average convergence. |
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