Abstract
A strong law of large numbers (SLLN) for martingale differences {Xn,ℱn,n≥1} permitting constant, random or hybrid normalizations, is obtained via a related SLLN for their conditional variances E{Xn2|ℱn-1}n≥1. This, in turn, leads to martingale generalizations of known results for sums of independent random variables. Moreover, in the independent case, simple conditions are given for a generalized SLLN which contains the classical result of Kolmogorov when the variables are i.i.d.
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