Is there any book or article that give a formal proof of strong law of large numbers by using martingale?
2026-03-27 08:16:31.1774599391
Martingale: Proof of strong law of large numbers
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This and more is explained in a 1971 expository article by J.L. Doob in the Mathematical Monthly: https://www.jstor.org/stable/2317751. Unless I am mistaken, the (backwards) martingale proof of the strong law of large numbers is due to Doob, in the 1940s.