On the rate of convergence in the strong law of large numbers for martingales
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Publication:5265781
DOI10.1080/17442508.2014.938075zbMath1332.60045OpenAlexW1979599882MaRDI QIDQ5265781
Guangyu Yang, Yu Miao, Gheorghe Stoica
Publication date: 29 July 2015
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508.2014.938075
rate of convergencecomplete convergenceMarcinkiewicz-Zygmund strong law of large numbersweak mean dominationmartingale difference sequence
Related Items (8)
Complete convergence and complete moment convergence for randomly weighted sums of martingale difference sequence ⋮ Some extensions of the classical law of large numbers ⋮ Limit theorems for identically distributed martingale difference ⋮ Baum–Katz type theorems with exact threshold ⋮ Generalized weak laws of large numbers in Hilbert spaces ⋮ Convergence rates in precise asymptotics for a kind of complete moment convergence ⋮ Complete convergence for weighted sums of pairwise independent random variables ⋮ A note on the weak law of large numbers of Kolmogorov and Feller
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- Series of moderate deviation probabilities for martingales
- Randomly sampled Riemann sums and complete convergence in the law of large numbers for a case without identical distribution
- The Probability in the Tail of a Distribution
- Complete Convergence and the Law of Large Numbers
- On a Theorem of Hsu and Robbins
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