Baum-Katz-Nagaev type results for martingales

DOI10.1016/J.JMAA.2007.03.012MaRDI QIDQ2381955zbMATH OpenOpenAlexFDO

Authors George Stoica

Publication date 26 September 2007

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmaa.2007.03.012

zbMATH Keywords

Martingale differenceBaum-Katz-Nagaev theorem

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42)

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Cites work

• A Combinatorial Lemma and Its Application to Probability Theory
• Complete Convergence and the Law of Large Numbers
• Convergence Rates in the Law of Large Numbers
• Large deviations for martingales.
• On a Theorem of Hsu and Robbins
• Remark on my Paper "On a Theorem of Hsu and Robbins"
• Some Limit Theorems for Large Deviations
• The Baum-Katz theorem for bounded subsequences

Cited in

(25)

• Complete convergence and complete moment convergence for randomly weighted sums of martingale difference sequence
• Some Baum-Katz type results for \({\varphi}\)-mixing random variables with different distributions
• On the convergence rate for arrays of row-wise NOD random variables
• Convergence rates in precise asymptotics for a kind of complete moment convergence
• The moment of maximum normed randomly weighted sums of martingale differences
• Complete convergence and complete moment convergence for weighted sums of extended negatively dependent random variables
• Convergence rates in the strong law of large numbers for martingale difference sequences
• A note on the rate of convergence in the strong law of large numbers for martingales
• On the span of some three valued martingale difference sequences in \(L^ p\) \((1<p<\infty)\) and \(H^ 1\)
• Dynamic pricing with multiple products and partially specified demand distribution
• Central limit theorem for linear groups
• The Baum-Katz theorem for bounded subsequences
• Complete convergence for weighted sums of extended negatively dependent random variables
• Mean square convergence rates for maximum quasi-likelihood estimators
• On complete convergence for weighted sums of martingale-difference random fields
• Baum-Katz type theorems with exact threshold
• Complete convergence and complete moment convergence for martingale difference sequence
• Complete moment convergence for randomly weighted sums of martingale differences
• 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
• Convergence rates in the SLLN for some classes of dependent random fields
• Complete convergence of weighted sums for arrays of rowwise \(\varphi \)-mixing random variables.
• Baum-Katz type theorems for martingale arrays
• On the rate of convergence in the strong law of large numbers for martingales
• The convergence of double-indexed weighted sums of martingale differences and its application

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