Convergence rates in the strong law of large numbers for martingale difference sequences (Q448737): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Created claim: Wikidata QID (P12): Q58695569, #quickstatements; #temporary_batch_1723714016773 |
||
(5 intermediate revisions by 4 users not shown) | |||
Property / author | |||
Property / author: Xue-jun Wang / rank | |||
Property / author | |||
Property / author: Xue-jun Wang / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1155/2012/572493 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2076095938 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Complete Convergence and the Law of Large Numbers / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: On a Theorem of Hsu and Robbins / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Convergence Rates in the Law of Large Numbers / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Baum-Katz-Nagaev type results for martingales / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: A note on the rate of convergence in the strong law of large numbers for martingales / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3911791 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3217356 / rank | |||
Normal rank | |||
Property / Wikidata QID | |||
Property / Wikidata QID: Q58695569 / rank | |||
Normal rank |
Latest revision as of 11:27, 15 August 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Convergence rates in the strong law of large numbers for martingale difference sequences |
scientific article |
Statements
Convergence rates in the strong law of large numbers for martingale difference sequences (English)
0 references
7 September 2012
0 references
Summary: We study the complete convergence and complete moment convergence for martingale difference sequence. Especially, we get the Baum-Katz-type theorem and Hsu-Robbins-type theorem for martingale difference sequence. As a result, the Marcinkiewicz-Zygmund strong law of large numbers for martingale difference sequence is obtained. Our results generalize the corresponding ones of \textit{G. Stoica} [J. Math. Anal. Appl. 336, No. 2, 1489--1492 (2007; Zbl 1130.60020); J. Math. Anal. Appl. 381, No. 2, 910--913 (2011; Zbl 1237.60025)].
0 references
complete convergence
0 references
complete moment convergence
0 references
Baum-Katz-type theorem
0 references
Hsu-Robbins-type theorem
0 references