On the asymptotic behaviour of sequences of random variables and of their previsible compensators

Dão Quang Tuyên

Annales de l'I.H.P. Probabilités et statistiques (1981)

  • Volume: 17, Issue: 1, page 63-73
  • ISSN: 0246-0203

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Tuyên, Dão Quang. "On the asymptotic behaviour of sequences of random variables and of their previsible compensators." Annales de l'I.H.P. Probabilités et statistiques 17.1 (1981): 63-73. <http://eudml.org/doc/77157>.

@article{Tuyên1981,
author = {Tuyên, Dão Quang},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {asymptotic behaviour; previsible compensators; asymptotic martingales},
language = {eng},
number = {1},
pages = {63-73},
publisher = {Gauthier-Villars},
title = {On the asymptotic behaviour of sequences of random variables and of their previsible compensators},
url = {http://eudml.org/doc/77157},
volume = {17},
year = {1981},
}

TY - JOUR
AU - Tuyên, Dão Quang
TI - On the asymptotic behaviour of sequences of random variables and of their previsible compensators
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1981
PB - Gauthier-Villars
VL - 17
IS - 1
SP - 63
EP - 73
LA - eng
KW - asymptotic behaviour; previsible compensators; asymptotic martingales
UR - http://eudml.org/doc/77157
ER -

References

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  1. [1] D.G. Austin, G.A. Edgar, A. Ionescu Tulcea, Pointwise convergence in term of expectation. Z. Wahrscheinlichkeitstheorie verw. Gebiete, t. 30, 1974, p. 17-26. Zbl0276.60034MR358945
  2. [2] [a] A. Bellow, On vector valued asymptotic martingales. Proc. Nat. Acad. Sci. U. S. A., t. 73, n° 6, 1976, p. 1798-1799. Zbl0366.60067MR407966
  3. [b] A. Bellow, Several stability properties of the class of asymptotic martingales. Z. Wahrscheinlichkeitstheorie verw. Gebiete, t. 37, 1977, p. 275-290. Zbl0404.60053MR571669
  4. [3] A.N. Borodin, Quasi-martingales. Theory of Probability and Appl.1978-3. Zbl0389.60034MR509742
  5. [4] Dan Anbav, An application of a theorem of Robbins and Siegmund. Annals of Statistics, t. 4, n° 5, 1976, p. 1018-1021 Zbl0345.62069MR413390
  6. [5] G.A. Edgar, L. Sucheston, Amarts, A class of asymptotic martingales (Discrete parameter), J. Multivariate Anal., t. 6, 1976, p. 193-221. Zbl0336.60033MR413251
  7. [6] J. Neveu, a) Mathematical foundations of the calculus of probability, Holden Day, San Fransisco, 1965 ; b) Martingales discrètes, Masson, 1972. Zbl0137.11301MR198505
  8. [7] M.M. Rao, Quasi-martingales. Math. Scand., t. 24, 1969, p. 79-92. Zbl0193.45502MR275511
  9. [8] H. Robbins, D. Siegmund, A convergence theorem for non negative almost supermartingales and some applications. Optimization methods in statistics, A. P.New-York, 1971, p. 233-257. Zbl0286.60025MR343355
  10. [9] R.J. Tomkins, A law of the Iterated Logarithm Logarithm for martingales. Z. Wahrscheinlickeitstheorie verw. Gebiete, t. 33, 1975, p. 55-59. Zbl0299.60045MR394825

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