On the rate of convergence in the strong law of large numbers for martingales
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Publication:5265781
DOI10.1080/17442508.2014.938075zbMATH Open1332.60045OpenAlexW1979599882MaRDI QIDQ5265781FDOQ5265781
Authors: Yu Miao, Guangyu Yang, George Stoica 
Publication date: 29 July 2015
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508.2014.938075
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Cites Work
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- Complete Convergence and the Law of Large Numbers
- Complete convergence for arrays
- Baum-Katz-Nagaev type results for martingales
- A note on the rate of convergence in the strong law of large numbers for martingales
- The Probability in the Tail of a Distribution
- On a Theorem of Hsu and Robbins
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- A refinement of the Kolmogorov-Marcinkiewicz-Zygmund strong law of large numbers
- Large deviations for martingales.
- Randomly sampled Riemann sums and complete convergence in the law of large numbers for a case without identical distribution
- Rate of convergence in the strong law of large numbers for martingales
- The Baum-Katz theorem for bounded subsequences
- Series of moderate deviation probabilities for martingales
Cited In (16)
- Complete convergence and complete moment convergence for randomly weighted sums of martingale difference sequence
- Convergence rates in precise asymptotics for a kind of complete moment convergence
- Title not available (Why is that?)
- Some extensions of the classical law of large numbers
- Baum–Katz type theorems with exact threshold
- 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
- A note on the weak law of large numbers of Kolmogorov and Feller
- Generalized weak laws of large numbers in Hilbert spaces
- On convergence rates in the Marcinkiewicz-Zygmund strong law of large numbers
- Strengthening classical results on convergence rates in strong limit theorems
- Limit theorems for identically distributed martingale difference
- Baum-Katz type theorems for martingale arrays
- Title not available (Why is that?)
- On the almost sure convergence of two-parameter martingales and the strong law of large numbers in Banach spaces
- Complete convergence for weighted sums of pairwise independent random variables
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