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

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Baum-Katz type theorems for martingale arrays
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    Baum-Katz type theorems for martingale arrays (English)
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    5 March 2012
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    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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    Baum-Katz, martingales
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    Cesàro convergence
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