On convergence of series of random variables with applications to martingale convergence and to convergence of series with orthogonal summands

DOI10.1080/07362999808809548zbMath0906.60030OpenAlexW2039731383MaRDI QIDQ4393910

Andrew Rosalsky, Joseph Max Rosenblatt

Publication date: 1 October 1998

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

Full work available at URL: https://doi.org/10.1080/07362999808809548

zbMATH Keywords

martingalesorthogonal summandsconvergence of tail series

Mathematics Subject Classification ID

Strong limit theorems (60F15)

Related Items (4)

On convergence of moving average series of martingale differences fields taking values in Banach spaces ⋮ On the almost sure convergence for sums of negatively superadditive dependent random vectors in Hilbert spaces and its application ⋮ On the limiting behavior of tail series ⋮ Estimation and inference in adaptive learning models with slowly decreasing gains

Cites Work

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• A strong invariance theorem for the strong law of large numbers
• The speed of convergence of a martingale
• Iterated logarithm laws with random subsequences
• Iterated Logarithm laws for weighted averages
• On central limit and iterated logarithm supplements to the martingale convergence theorem
• On the rate of convergence of series of banach space valued random elements
• Inequalities for the $r$th Absolute Moment of a Sum of Random Variables, $1 \leqq r \leqq 2$

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