Convergence rates in the law of large numbers for martingales
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Publication:2277650
DOI10.1016/0304-4149(90)90090-FzbMATH Open0725.60023OpenAlexW2014735916MaRDI QIDQ2277650FDOQ2277650
Authors: Gerold Alsmeyer 
Publication date: 1990
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(90)90090-f
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Cites Work
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- Convergence Rates in the Law of Large Numbers
- Some One-Sided Theorems on the Tail Distribution of Sample Sums with Applications to the Last Time and Largest Excess of Boundary Crossings
- Some Problems of the Exit of a Random Walk Beyond a Curvilinear Boundary and Large Deviations
- On the expectation of the maximum for sums of independent random variables
- Largest excess of boundary crossings for martingales
Cited In (20)
- Rate of convergence in the strong law of large numbers for martingales
- A note on the rate of convergence in the strong law of large numbers for martingales
- A recurrence theorem for square-integrable martingales
- Poisson equation, moment inequalities and quick convergence for Markov random walks.
- Convergence properties of martingales and martingale transforms for \(p\)th conditional expectation
- Sequential complexities and uniform martingale laws of large numbers
- Convergence rates in the law of large numbers for arrays of Banach valued martingale differences
- Convergence rates in the law of large numbers for arrays of martingale differences
- On the law of large numbers for martingales
- A Strong Law of Large Numbers for Martingales
- Convergence rates in the law of large numbers for long-range dependent linear processes
- Strong laws of large numbers and asymptotic martingales
- Deviation inequalities for Banach space valued martingales differences sequences and random fields
- Limit theorems for the left random walk on \(\mathrm{GL}_{d}(\mathbb{R})\)
- Baum-Katz type theorems for martingale arrays
- Title not available (Why is that?)
- Complete moment convergence for weighted sums of extended negatively dependent random variables
- On the rate of convergence in the strong law of large numbers for martingales
- Law of large numbers for monotone convolution
- Convergence rates in the law of large numbers and new kinds of convergence of random variables
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