The convergence of double-indexed weighted sums of martingale differences and its application (Q1725204)
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scientific article; zbMATH DE number 7023255
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| English | The convergence of double-indexed weighted sums of martingale differences and its application |
scientific article; zbMATH DE number 7023255 |
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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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0.8059225678443909
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0.8042622208595276
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