Convergence rates in the strong law of large numbers for Hilbert valued dependent variables
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Publication:1764098
DOI10.1016/J.CRMA.2004.10.018zbMATH Open1058.60018OpenAlexW1992773022MaRDI QIDQ1764098FDOQ1764098
Authors: Florence Merlevède, Jérôme Dedecker 
Publication date: 23 February 2005
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.crma.2004.10.018
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Cites Work
- A maximal inequality and dependent Marcinkiewicz-Zygmund strong laws
- Martingales with values in uniformly convex spaces
- Asymptotic theory of weakly dependent stochastic processes
- Inequalities for B-valued random vectors with applications to the strong law of large numbers
- Title not available (Why is that?)
- A law of large numbers for identically distributed martingale differences
- Convergence Rates in the Law of Large Numbers for Banach-Valued Dependent Variables
- Convergence rates in the strong law for bounded mixing sequences
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Cited In (7)
- Convergence rates for sequences of conditionally independent and conditionally identically distributed random variables
- Note on the strong law of large numbers in a Hilbert space
- Title not available (Why is that?)
- Nearby variables with nearby conditional laws and a strong approximation theorem for Hilbert space valued martingales
- Strong laws of large numbers and asymptotic martingales
- Convergence Rates in the Law of Large Numbers for Banach-Valued Dependent Variables
- Some Remarks on Kolmogorov's Strong Law in Hilbert Spaces
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