Rate of convergence in the strong law of large numbers for martingales

DOI10.1007/BF01000217zbMath0555.60021MaRDI QIDQ760707

Zdzisław Rychlik, Zbigniew A. Lagodowski

Publication date: 1986

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

rate of convergencestrong law of large numbers for martingales

Mathematics Subject Classification ID

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

Related Items (6)

Precise asymptotics in some strong limit theorems for multidimensionally indexed random variables ⋮ Convergence rates in precise asymptotics for a kind of complete moment convergence ⋮ On complete convergence for weighted sums of martingale-difference random fields ⋮ Convergence rates in the SLLN for some classes of dependent random fields ⋮ A note on the rate of convergence in the strong law of large numbers for martingales ⋮ On the rate of convergence in the strong law of large numbers for martingales

Cites Work

• A remark on the tail probability of a distribution
• Some probabilistic inequalities for martingales
• A remark on the SLLN for random partial sums
• A random functional central limit theorem for martingales
• A Remark on the Strong Law of Large Numbers
• Generalized exponential bounds, iterated logarithm and strong laws
• On the Strong Law of Large Numbers
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