On the convergence of weighted sums of martingale differences (Q908581): Difference between revisions

Let \(S_ n=\sum^{n}_{k=1}a_{nk}X_ k\) or \(S_ n=A_ n^{- 1}\sum^{n}_{k=1}a_ kX_ k\), where \((X_ n,n\geq 1)\) is a sequence of martingale differences, \((a_{nk})\) is a Toeplitz matrix, \((a_ n)\) is a sequence of positive numbers and \(A_ n>0\), \(A_ n\uparrow\). The conditions under which \(S_ n\to 0\) in probability, a.s. or in \(L^ p\) are given.