Convergence rates in the law of large numbers for arrays of martingale differences
From MaRDI portal
Publication:483023
DOI10.1016/J.JMAA.2014.03.049zbMath1309.60026OpenAlexW2036187397MaRDI QIDQ483023
Publication date: 15 December 2014
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2014.03.049
law of large numbersconvergence ratemaximal inequalitiesweighted sumsBaum-Katz theoremmartingale arrays
Related Items (4)
Deviation inequalities for Banach space valued martingales differences sequences and random fields ⋮ Deviation inequalities for martingales with applications ⋮ Limit theorems for the left random walk on \(\mathrm{GL}_{d}(\mathbb{R})\) ⋮ Large and moderate deviations for the left random walk on GL d (R)
Cites Work
- Unnamed Item
- Unnamed Item
- On complete convergence in Marcinkiewicz-Zygmund type SLLN for negatively associated random variables
- Complete convergence for maximal sums of negatively associated random variables
- On Marcinkiewicz-Zygmund laws
- On the complete convergence for negatively associated random fields
- Complete convergence of weighted sums of martingale differences
- Retracted: Convergence of weighted sums for arrays of negatively dependent random variables and its applications.
- A note on complete convergence for arrays
- Complete convergence of moving average processes
- Complete convergence for \(\alpha{}\)-mixing sequences
- Limit theorems for delayed sums
- On conditional medians
- Complete convergence of martingale arrays
- Equivalent conditions of complete convergence for independent weighted sums
- Complete convergence and Cesàro summation for i.i.d. random variables
- Complete convergence and almost sure convergence of weighted sums of random variables
- Baum-Katz laws for certain weighted sums of independent and identically distributed random variables
- Complete convergence for weighted sums of negatively associated random variables
- Large deviations for martingales.
- Complete convergence for weighted sums of NA sequences
- Convergence rates in the law of large numbers for martingales
- Baum-Katz-Nagaev type results for martingales
- More on complete convergence for arrays
- On complete convergence for arrays
- On some conditions for complete convergence for arrays
- A Combinatorial Lemma and Its Application to Probability Theory
- 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
- Inequalities for the $r$th Absolute Moment of a Sum of Random Variables, $1 \leqq r \leqq 2$
- Convergence Rates in the Law of Large Numbers
- The Probability in the Tail of a Distribution
- COMPLETE CONVERGENCE FOR ARRAYS OF ROWWISE INDEPENDENT RANDOM VARIABLES
- 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 law of large numbers for arrays of martingale differences