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Rate of convergence in the strong law of large numbers for martingales
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  • Published: September 1986

Rate of convergence in the strong law of large numbers for martingales

  • Z. A. Łagodowski1 &
  • Z. Rychlik2 

Probability Theory and Related Fields volume 71, pages 467–476 (1986)Cite this article

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  • 8 Citations

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Summary

The rate of convergence in the random strong law of large numbers for martingale differences is established. The results obtained generalize theorems given by R. Chen (1976) and I.A. Ahmad (1980).

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References

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Author information

Authors and Affiliations

  1. Institute of Agricultural Mechanization Agricultural University, Lublin, Poland

    Z. A. Łagodowski

  2. Institute of Mathematics Maria Curie-Skłodowska University, Lublin, Poland

    Z. Rychlik

Authors
  1. Z. A. Łagodowski
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  2. Z. Rychlik
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Łagodowski, Z.A., Rychlik, Z. Rate of convergence in the strong law of large numbers for martingales. Probab. Th. Rel. Fields 71, 467–476 (1986). https://doi.org/10.1007/BF01000217

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  • Received: 18 December 1983

  • Revised: 06 June 1985

  • Issue Date: September 1986

  • DOI: https://doi.org/10.1007/BF01000217

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Keywords

  • Stochastic Process
  • Probability Theory
  • Mathematical Biology
  • Martingale Difference
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