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Lois fortes des grands nombres et martingales asymptotiques

Abstract : The convergence rate in Kolmogorov's strong law of large numbers is usually quantified by upper bounds of the tails of the distribution fonction of the partial sums. Another approach consists in considering the partial sums as potential generalized martingales (amart or quasimartingale). We successively consider Kolmogorov's law of large numbers for independent and identically distributed random variables and two of its generalizations : Marcinkiewicz-Zygmund's law of large numbers of order p (1< p<2) and Cesàro's law of large numbers of order α (0
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https://tel.archives-ouvertes.fr/tel-00406311
Contributor : Florian Hechner <>
Submitted on : Tuesday, March 30, 2010 - 10:35:17 AM
Last modification on : Friday, June 19, 2020 - 9:22:04 AM
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  • HAL Id : tel-00406311, version 2

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Florian Hechner. Lois fortes des grands nombres et martingales asymptotiques. Mathématiques [math]. Université de Strasbourg, 2009. Français. ⟨NNT : 2009STRA6083⟩. ⟨tel-00406311v2⟩

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