Convergence rates in the strong law of large numbers for martingale difference sequences (Q448737): Difference between revisions
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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)]. | |||
Property / review text: 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)]. / rank | |||
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Property / Mathematics Subject Classification ID: 60F15 / rank | |||
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Property / Mathematics Subject Classification ID: 60G42 / rank | |||
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Property / zbMATH DE Number: 6078759 / rank | |||
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complete convergence | |||
Property / zbMATH Keywords: complete convergence / rank | |||
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complete moment convergence | |||
Property / zbMATH Keywords: complete moment convergence / rank | |||
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Baum-Katz-type theorem | |||
Property / zbMATH Keywords: Baum-Katz-type theorem / rank | |||
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Hsu-Robbins-type theorem | |||
Property / zbMATH Keywords: Hsu-Robbins-type theorem / rank | |||
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Revision as of 10:44, 30 June 2023
scientific article
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English | Convergence rates in the strong law of large numbers for martingale difference sequences |
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Convergence rates in the strong law of large numbers for martingale difference sequences (English)
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7 September 2012
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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)].
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complete convergence
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complete moment convergence
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Baum-Katz-type theorem
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Hsu-Robbins-type theorem
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