Abstract
In this Note, we extend Marcinkievicz–Zygmund strong laws of large numbers for martingales to weakly dependent random variables with values in Hilbert spaces. The conditions are expressed in terms of conditional expectations, and are weaker than the best known conditions involving strong mixing coefficients. To cite this article: J. Dedecker, F. Merlevède, C. R. Acad. Sci. Paris, Ser. I 339 (2004).
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