On moment conditions for normed sums of independent variables and martingale differences

DOI10.1016/0304-4149(85)90048-1zbMath0554.60050OpenAlexW2084731530MaRDI QIDQ760093

Svante Janson, Carl-Gustav Esseen

Publication date: 1985

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(85)90048-1

zbMATH Keywords

martingale differences

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Sums of independent random variables; random walks (60G50) (L^p)-limit theorems (60F25)

Related Items (20)

On moment conditions for the supremum of normed sums ⋮ On the martingale central limit theorem for strictly stationary sequences ⋮ On some results of M. I. Gordin: A clarification of a misunderstanding ⋮ Limit theorems for products of positive random matrices ⋮ Mean absolute deviations of sample means and minimally concentrated binomials ⋮ On the Product of Random Variables and Moments of Sums Under Dependence ⋮ A quenched weak invariance principle ⋮ Martingale-coboundary representation for stationary random fields ⋮ An absolute moments condition for normed sums of independent variables ⋮ Some almost sure results for unbounded functions of intermittent maps and their associated Markov chains ⋮ Unnamed Item ⋮ Central limit theorem by moments ⋮ Approximating martingales and the central limit theorem for strictly stationary processes ⋮ A new maximal inequality and invariance principle for stationary sequences ⋮ On the central limit theorem for stationary random fields under \({\mathbb{L}^1}\)-projective condition ⋮ A new covariance inequality and applications. ⋮ A characterization of probability distributions by moments of sums of independent random variables ⋮ Bounds on the sums of independent random variables in symmetric spaces ⋮ On non-ergodic versions of limit theorems ⋮ Linear operators generated by stochastic processes

Cites Work

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• A sharp inequality for martingale transforms
• Stationary strongly mixing sequences not satisfying the central limit theorem
• Distribution function inequalities for martingales
• Martingale Transforms
• Inequalities for the $r$th Absolute Moment of a Sum of Random Variables, $1 \leqq r \leqq 2$
• On Convergence in $r$-Mean of Normalized Partial Sums
• An $L^p$-Convergence Theorem
• On the concentration function of a sum of independent random variables

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