Kaufmann, Heinz - In: Stochastic Processes and their Applications 26 (1987), pp. 73-85
The strong law of large numbers is considered for a multivariate martingale normed by a sequence of square matrices. In particular multivariate martingale extensions of the strong laws of Kolmogorov and Marcinkiewicz-Zygmund are presented. Convergence to zero in L[alpha] is obtained under the...