Complete moment convergence for randomly weighted sums of martingale differences

DOI10.1186/1029-242X-2013-396zbMath1295.60056OpenAlexW2156218259WikidataQ59300976 ScholiaQ59300976MaRDI QIDQ2441896

Shuhe Hu, Wenzhi Yang, Xinghui Wang, YiWei Wang

Publication date: 28 March 2014

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/1029-242x-2013-396

zbMATH Keywords

complete convergencemartingale differencesrandomly weighted sums

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

Related Items (8)

Complete convergence and complete moment convergence for randomly weighted sums of martingale difference sequence ⋮ Complete moment convergence of double-indexed randomly weighted sums of mixing sequences ⋮ Complete convergence of randomly weighted END sequences and its application ⋮ Complete q-th moment convergence and its application in the dependent bootstrap ⋮ Limiting behaviour for arrays of rowwise widely orthant dependent random variables under conditions of R − h-integrability and its applications ⋮ Complete moment convergence for maximum of randomly weighted sums of martingale difference sequences ⋮ Equivalent conditions of complete moment and integral convergence for a class of dependent random variables ⋮ The moment of maximum normed randomly weighted sums of martingale differences

Cites Work

• A note on the rate of convergence in the strong law of large numbers for martingales
• Complete convergence of weighted sums of martingale differences
• Complete convergence of martingale arrays
• Some theorems on conditional mean convergence and conditional almost sure convergence for randomly weighted sums of dependent random variables
• Baum-Katz-Nagaev type results for martingales
• Limiting behaviour of moving average processes under \(\varphi \)-mixing assumption
• Estimation of nonstationary ARMAX models based on the Hannan-Rissanen method
• State Observers with Random Sampling Times and Convergence Analysis of Double-Indexed and Randomly Weighted Sums of Mixing Processes
• Convergence of Moving Average Processes for Dependent Random Variables
• A Note on the Rate of Complete Convergence for Weighted Sums of Arrays of Banach Space Valued Random Elements
• A Complete Convergence Theorem for Row Sums from Arrays of Rowwise Independent Random Elements in Rademacher TypepBanach Spaces
• Complete Convergence and the Law of Large Numbers
• On a Theorem of Hsu and Robbins

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