The moment of maximum normed randomly weighted sums of martingale differences (Q260455): Difference between revisions

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+Successive Conditional Expectations of an Integrable Function
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+Moments of the maximum of normed partial sums of random variables with multidimensional indices
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+On moment conditions for the supremum of normed sums
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+On moments of the maximum of normed partial sums of \(\rho \)-mixing random variables
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+Some general strong laws for weighted sums of stochastically dominated random variables
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+Strong laws of large numbers for weighted sums of random elements in normed linear spaces
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+A Bound on Tail Probabilities for Quadratic Forms in Independent Random Variables
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+A bound on tail probabilities for quadratic forms in independent random variables whose distributions are not necessarily symmetric
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+Q4084474
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+Q3911791
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+Probability: A Graduate Course
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+Complete convergence of martingale arrays
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+Baum-Katz-Nagaev type results for martingales
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+A note on the rate of convergence in the strong law of large numbers for martingales
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+Convergence rates in the strong law of large numbers for martingale difference sequences
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+Complete convergence for moving average process of martingale differences
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+Complete moment convergence for randomly weighted sums of martingale differences
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+Almost sure and complete convergence of randomly weighted sums of independent random elements in Banach spaces
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+State Observers with Random Sampling Times and Convergence Analysis of Double-Indexed and Randomly Weighted Sums of Mixing Processes
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+The asymptotic distribution of randomly weighted sums and self-normalized sums
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+A note on the normal approximation error for randomly weighted self-normalized sums
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+Some theorems on conditional mean convergence and conditional almost sure convergence for randomly weighted sums of dependent random variables
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+Conditional convergence for randomly weighted sums of random variables based on conditional residual \(h\)-integrability
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+Randomly weighted sums with dominated varying-tailed increments and application to risk theory
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+Randomly weighted sums of subexponential random variables with application to capital allocation
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+Randomly weighted sums of dependent random variables with dominated variation
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