The convergence of double-indexed weighted sums of martingale differences and its application (Q1725204): Difference between revisions
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Revision as of 02:46, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The convergence of double-indexed weighted sums of martingale differences and its application |
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The convergence of double-indexed weighted sums of martingale differences and its application (English)
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14 February 2019
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Summary: We investigate the complete moment convergence of double-indexed weighted sums of martingale differences. Then it is easy to obtain the Marcinkiewicz-Zygmund-type strong law of large numbers of double-indexed weighted sums of martingale differences. Moreover, the convergence of double-indexed weighted sums of martingale differences is presented in mean square. On the other hand, we give the application to study the convergence of the state observers of linear-time-invariant systems and present the convergence with probability one and in mean square.
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