Convergence rates in the strong law of large numbers for Hilbert valued dependent variables
From MaRDI portal
Publication:1764098
DOI10.1016/J.CRMA.2004.10.018zbMath1058.60018OpenAlexW1992773022MaRDI QIDQ1764098
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
Cites Work
- Unnamed Item
- Unnamed Item
- Convergence rates in the strong law for bounded mixing sequences
- Inequalities for B-valued random vectors with applications to the strong law of large numbers
- A law of large numbers for identically distributed martingale differences
- Martingales with values in uniformly convex spaces
- A maximal inequality and dependent Marcinkiewicz-Zygmund strong laws
- Asymptotic theory of weakly dependent stochastic processes
- Convergence Rates in the Law of Large Numbers for Banach-Valued Dependent Variables
This page was built for publication: Convergence rates in the strong law of large numbers for Hilbert valued dependent variables