Strong law for martingales with bounded increments
ID: strong-law-for-martingales-with-bounded-increments
If a martingale has increments bounded by a single deterministic constant, then almost surely. Its increments form a uniformly -bounded martingale difference sequence; apply the strong law for uniformly L2-bounded uncorrelated random variables to their partial sums and note . No square-integrability of the initial value is needed beyond the usual martingale integrability.
New to topics? Read the docs here!