Convergence rates in the strong law of large numbers for martingale difference sequences

DOI10.1155/2012/572493zbMath1253.60045OpenAlexW2076095938WikidataQ58695569 ScholiaQ58695569MaRDI QIDQ448737

Xinghui Wang, Wenzhi Yang, Shuhe Hu, Xue-jun Wang

Publication date: 7 September 2012

Published in: Abstract and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2012/572493

zbMATH Keywords

complete convergencecomplete moment convergenceBaum-Katz-type theoremHsu-Robbins-type theorem

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Strong limit theorems (60F15)

Related Items (5)

Complete convergence and complete moment convergence for randomly weighted sums of martingale difference sequence ⋮ The convergence of double-indexed weighted sums of martingale differences and its application ⋮ Complete convergence of weighted sums for arrays of rowwise \(\varphi \)-mixing random variables. ⋮ Asymptotic properties of LS estimators in the errors-in-variables model with MD errors ⋮ The moment of maximum normed randomly weighted sums of martingale differences

Cites Work

• Unnamed Item
• Unnamed Item
• A note on the rate of convergence in the strong law of large numbers for martingales
• Baum-Katz-Nagaev type results for martingales
• Convergence Rates in the Law of Large Numbers
• Complete Convergence and the Law of Large Numbers
• On a Theorem of Hsu and Robbins

This page was built for publication: Convergence rates in the strong law of large numbers for martingale difference sequences