Convergence rates in the law of large numbers for arrays of Banach valued martingale differences
Summary: We study the convergence rates in the law of large numbers for arrays of Banach valued martingale differences. Under a simple moment condition, we show sufficient conditions about the complete convergence for arrays of Banach valued martingale differences; we also give a criterion about the convergence for arrays of Banach valued martingale differences. In the special case where the array of Banach valued martingale differences is the sequence of independent and identically distributed real valued random variables, our result contains the theorems of Hsu-Robbins-Erdös, Spitzer , and Baum and Katz . In the real valued single martingale case, it generalizes the results of \textit{G. Alsmeyer} [Stochastic Processes Appl. 36, No. 2, 181--194 (1990; Zbl 0725.60023)]. The consideration of Banach valued martingale arrays (rather than a Banach valued single martingale) makes the results very adapted in the study of weighted sums of identically distributed Banach valued random variables, for which we prove new theorems about the rates of convergence in the law of large numbers. The results are established in a more general setting for sums of infinite many Banach valued martingale differences. The obtained results improve and extend those of \textit{S. Ghosal} and \textit{T. K. Chandra} [J. Theor. Probab. 11, No. 3, 621--631 (1998; Zbl 0913.60029)] .
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- A Combinatorial Lemma and Its Application to Probability Theory
- A note on complete convergence for arrays
- Baum-Katz laws for certain weighted sums of independent and identically distributed random variables
- Baum-Katz-Nagaev type results for martingales
- Complete convergence and almost sure convergence of weighted sums of random variables
- Complete convergence and Cesàro summation for i.i.d. random variables
- Complete Convergence and the Law of Large Numbers
- Complete convergence for \(\alpha{}\)-mixing sequences
- COMPLETE CONVERGENCE FOR ARRAYS OF ROWWISE INDEPENDENT RANDOM VARIABLES
- Complete convergence for maximal sums of negatively associated random variables
- Complete convergence for weighted sums of NA sequences
- Complete convergence for weighted sums of negatively associated random variables
- Complete convergence of martingale arrays
- Complete convergence of moving average processes
- Complete convergence of weighted sums of martingale differences
- Convergence Rates in the Law of Large Numbers
- Convergence rates in the law of large numbers for martingales
- Equivalent conditions of complete convergence for independent weighted sums
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- Large deviations for martingales.
- Limit theorems for delayed sums
- Limiting behavior of weighted sums of independent random variables
- Martingales with values in uniformly convex spaces
- Maximal inequalities for partial sums of \(\rho\)-mixing sequences
- More on complete convergence for arrays
- On a Theorem of Hsu and Robbins
- On complete convergence for arrays
- On complete convergence in Marcinkiewicz-Zygmund type SLLN for negatively associated random variables
- On Marcinkiewicz-Zygmund laws
- On some conditions for complete convergence for arrays
- On the complete convergence for negatively associated random fields
- On the Convergence Rate of the Law of Large Numbers for Linear Combinations of Independent Random Variables
- Remark on my Paper "On a Theorem of Hsu and Robbins"
- Retracted: Convergence of weighted sums for arrays of negatively dependent random variables and its applications.
- SLLN for weighted independent identically distributed random variables
- Some Convergence Theorems for Independent Random Variables
- Some properties of trigonometric series whose terms have random signs
- Some results giving rates of convergence in the law of large numbers for weighted sums of independent random variables
- Some Results on the Complete and Almost Sure Convergence of Linear Combinations of Independent Random Variables and Martingale Differences
- The Borel property of summability methods
- The Doob inequality and strong law of large numbers for multidimensional arrays in general Banach spaces
- The Probability in the Tail of a Distribution
- Convergence rates in the law of large numbers for arrays of Banach space valued random elements
- Convergence Rates in the Law of Large Numbers for Banach-Valued Dependent Variables
- Convergence rates in the law of large numbers for arrays of martingale differences
- Deviation inequalities for Banach space valued martingales differences sequences and random fields
- Baum-Katz type theorems for martingale arrays
- On the tradeoff between almost sure error tolerance and its mean deviation frequency in martingale convergence
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