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Necessary conditions in the law of large numbers for martingales and associated systems

P. A. Yaskovab

a M. V. Lomonosov Moscow State University
b Steklov Mathematical Institute, Russian Academy of Sciences

Abstract: Typically, necessary and sufficient conditions in classical limit theorems for independent summands have its natural counterparts for martingales. However, in the martingale case, the latter usually gives only the sufficient part of these theorems. In this talk, we investigate the simplest possible case—the convergence of martingales to zero (in probability).


© Steklov Math. Inst. of RAS, 2024