Convergence rates in the law of large numbers for martingales

DOI10.1016/0304-4149(90)90090-FzbMath0725.60023OpenAlexW2014735916MaRDI QIDQ2277650

Gerold Alsmeyer

Publication date: 1990

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(90)90090-f

zbMATH Keywords

rate of convergencemartingaleslaw of large numbers

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Large deviations (60F10)

Related Items (7)

Deviation inequalities for Banach space valued martingales differences sequences and random fields ⋮ Poisson equation, moment inequalities and quick convergence for Markov random walks. ⋮ Convergence rates in the law of large numbers for long-range dependent linear processes ⋮ Limit theorems for the left random walk on \(\mathrm{GL}_{d}(\mathbb{R})\) ⋮ Convergence rates in the law of large numbers for arrays of martingale differences ⋮ Baum-Katz type theorems for martingale arrays ⋮ Convergence rates in the law of large numbers for arrays of Banach valued martingale differences

Cites Work

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• On the expectation of the maximum for sums of independent random variables
• Largest excess of boundary crossings for martingales
• Some Problems of the Exit of a Random Walk Beyond a Curvilinear Boundary and Large Deviations
• Some One-Sided Theorems on the Tail Distribution of Sample Sums with Applications to the Last Time and Largest Excess of Boundary Crossings
• Convergence Rates in the Law of Large Numbers

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