Convergence rates in the strong law of large numbers for martingale difference sequences

DOI10.1155/2012/572493zbMATH Open1253.60045OpenAlexW2076095938WikidataQ58695569 ScholiaQ58695569MaRDI QIDQ448737FDOQ448737

Authors Shuhe Hu, Wenzhi Yang, Xinghui Wang, Xuejun Wang

Publication date 7 September 2012

Published in Abstract and Applied Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1155/2012/572493

zbMATH Keywords

complete convergencecomplete moment convergenceBaum-Katz-type theoremHsu-Robbins-type theorem

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Strong limit theorems (60F15)

Recommendations

• Complete convergence and complete moment convergence for martingale difference sequence
• On the rate of convergence in the strong law of large numbers for martingales
• Complete convergence and complete moment convergence for randomly weighted sums of martingale difference sequence
• Convergence rates in the law of large numbers for arrays of martingale differences
• Almost sure convergence and complete convergence for the weighted sums of martingale differences

Cites work

• scientific article; zbMATH DE number 3883319 (Why is no real title available?)
• scientific article; zbMATH DE number 3723610 (Why is no real title available?)
• A note on the rate of convergence in the strong law of large numbers for martingales
• Baum-Katz-Nagaev type results for martingales
• Complete Convergence and the Law of Large Numbers
• Convergence Rates in the Law of Large Numbers
• On a Theorem of Hsu and Robbins

Cited in

(12)

• Asymptotic properties of LS estimators in the errors-in-variables model with MD errors
• On the rate of convergence in the strong law of large numbers for martingales
• Complete convergence and complete moment convergence for randomly weighted sums of martingale difference sequence
• Complete convergence and complete moment convergence for martingale difference sequence
• The convergence of double-indexed weighted sums of martingale differences and its application
• On the convergence in mean of martingale difference sequenceS
• Complete convergence of weighted sums for arrays of rowwise \(\varphi \)-mixing random variables.
• scientific article; zbMATH DE number 1370526 (Why is no real title available?)
• Convergence rates in the law of large numbers for arrays of martingale differences
• The moment of maximum normed randomly weighted sums of martingale differences
• On Extending the Brunk--Prokhorov Strong Law of Large Numbers
• Strong laws of large numbers and asymptotic martingales

This page was built for publication: Convergence rates in the strong law of large numbers for martingale difference sequences

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q448737)