Baum-Katz type theorems for martingale arrays (Q664935)
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| Language | Label | Description | Also known as |
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| English | 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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