Baum-Katz type theorems for martingale arrays (Q664935): Difference between revisions

The authors prove a Baum--Katz type theorem for martingale arrays and apply the result to weighted sums, in particular to Cesàro summation, thereby extending known results in the i.i.d. case.

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zbMATH Keywords

Baum-Katz, martingales

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Cesàro convergence

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reviewed by

Allan Gut

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.crma.2011.12.006

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cites work

Convergence rates in the law of large numbers for martingales

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Convergence Rates in the Law of Large Numbers

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Limiting behavior of weighted sums of independent random variables

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On the almost sure convergence, of order \(\alpha\) in the sense of Césaro, \(0<\alpha<1\), for independent and identically distributed random variables.

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On a Theorem of Hsu and Robbins

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Complete convergence of martingale arrays

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Complete convergence and Cesàro summation for i.i.d. random variables

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Complete Convergence and the Law of Large Numbers

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Baum-Katz laws for certain weighted sums of independent and identically distributed random variables

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Large deviations for martingales.

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Borel and Banach properties of methods of summation

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A Combinatorial Lemma and Its Application to Probability Theory

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Baum-Katz-Nagaev type results for martingales

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Identifiers

zbMATH Open document ID

1237.60031

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DOI

10.1016/j.crma.2011.12.006

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:664935

@@ Property / author @@
+Quan-sheng Liu
@@ Property / author: Quan-sheng Liu / rank @@
+Normal rank
@@ Property / reviewed by @@
+Allan Gut
@@ Property / reviewed by: Allan Gut / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.crma.2011.12.006
+Normal rank
@@ Property / OpenAlex ID @@
+W2091053532
@@ Property / OpenAlex ID: W2091053532 / rank @@
+Normal rank
@@ Property / cites work @@
+Convergence rates in the law of large numbers for martingales
+Normal rank
@@ Property / cites work @@
+Convergence Rates in the Law of Large Numbers
@@ Property / cites work: Convergence Rates in the Law of Large Numbers / rank @@
+Normal rank
@@ Property / cites work @@
+Limiting behavior of weighted sums of independent random variables
+Normal rank
@@ Property / cites work @@
+On the almost sure convergence, of order \(\alpha\) in the sense of Césaro, \(0<\alpha<1\), for independent and identically distributed random variables.
+Normal rank
@@ Property / cites work @@
+On a Theorem of Hsu and Robbins
@@ Property / cites work: On a Theorem of Hsu and Robbins / rank @@
+Normal rank
@@ Property / cites work @@
+Complete convergence of martingale arrays
@@ Property / cites work: Complete convergence of martingale arrays / rank @@
+Normal rank
@@ Property / cites work @@
+Complete convergence and Cesàro summation for i.i.d. random variables
+Normal rank
@@ Property / cites work @@
+Complete Convergence and the Law of Large Numbers
@@ Property / cites work: Complete Convergence and the Law of Large Numbers / rank @@
+Normal rank
@@ Property / cites work @@
+Baum-Katz laws for certain weighted sums of independent and identically distributed random variables
+Normal rank
@@ Property / cites work @@
+Large deviations for martingales.
@@ Property / cites work: Large deviations for martingales. / rank @@
+Normal rank
@@ Property / cites work @@
+Borel and Banach properties of methods of summation
+Normal rank
@@ Property / cites work @@
+A Combinatorial Lemma and Its Application to Probability Theory
+Normal rank
@@ Property / cites work @@
+Baum-Katz-Nagaev type results for martingales
@@ Property / cites work: Baum-Katz-Nagaev type results for martingales / rank @@
+Normal rank