Acta Mathematica Vietnamica
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VARIATIONAL INEQUALITIES FOR INTEGRAND MARTINGALES AND ADDITIVE RANDOM SEQUENCES
C. CASTAING, F. EZZAKIpp. 137-171
Abstract
New variational convergence results for lower semi-continuous integrands, reversed martingales and for lower semi-continuous additive random sequences are obtained in connections with Doob's theorem for reversed martingales as well as Birkhoff's ergodic theorem and Kingman's theorem for superadditive random sequences. Applications to the law of large numbers are given.