Baum-Katz-Nagaev type results for martingales
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Publication:2381955
DOI10.1016/J.JMAA.2007.03.012zbMATH Open1130.60020OpenAlexW2049536132MaRDI QIDQ2381955FDOQ2381955
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
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Cites Work
- Convergence Rates in the Law of Large Numbers
- Complete Convergence and the Law of Large Numbers
- A Combinatorial Lemma and Its Application to Probability Theory
- On a Theorem of Hsu and Robbins
- Large deviations for martingales.
- Some Limit Theorems for Large Deviations
- Remark on my Paper "On a Theorem of Hsu and Robbins"
- The Baum-Katz theorem for bounded subsequences
Cited In (25)
- Complete convergence and complete moment convergence for randomly weighted sums of martingale difference sequence
- Complete convergence and complete moment convergence for weighted sums of extended negatively dependent random variables
- Some Baum-Katz type results for \({\varphi}\)-mixing random variables with different distributions
- Convergence rates in precise asymptotics for a kind of complete moment convergence
- On the convergence rate for arrays of row-wise NOD random variables
- The moment of maximum normed randomly weighted sums of martingale differences
- Convergence rates in the strong law of large numbers for martingale difference sequences
- Dynamic pricing with multiple products and partially specified demand distribution
- 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 \(H^ 1\)
- 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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