On the rate of convergence in the strong law of large numbers for martingales

DOI10.1080/17442508.2014.938075MaRDI QIDQ5265781zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

rate of convergencecomplete convergenceMarcinkiewicz-Zygmund strong law of large numbersweak mean dominationmartingale difference sequence

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3723610 (Why is no real title available?)
• scientific article; zbMATH DE number 3085434 (Why is no real title available?)
• A note on the rate of convergence in the strong law of large numbers for martingales
• A refinement of the Kolmogorov-Marcinkiewicz-Zygmund strong law of large numbers
• Baum-Katz-Nagaev type results for martingales
• Complete Convergence and the Law of Large Numbers
• Complete convergence for arrays
• Large deviations for martingales.
• On a Theorem of Hsu and Robbins
• 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
• Series of moderate deviation probabilities for martingales
• The Baum-Katz theorem for bounded subsequences
• The Probability in the Tail of a Distribution

Cited in

(20)

• 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
• scientific article; zbMATH DE number 1031458 (Why is no real title available?)
• Convergence rates in the strong law of large numbers for martingale difference sequences
• Some extensions of the classical law of large numbers
• 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
• Baum-Katz theorem for adapted sequences in noncommutative probability
• Baum-Katz type theorems with exact threshold
• On convergence rates in the Marcinkiewicz-Zygmund strong law of large numbers
• Strengthening classical results on convergence rates in strong limit theorems
• Some general strong laws of large numbers for sequence of measurable operators
• Limit theorems for identically distributed martingale difference
• Complete and complete moment convergence for martingale difference sequence under exponential moment conditions
• Some limit theorems for discrete Fourier transform
• Baum-Katz type theorems for martingale arrays
• On the almost sure convergence of two-parameter martingales and the strong law of large numbers in Banach spaces
• scientific article; zbMATH DE number 1336712 (Why is no real title available?)
• Complete convergence for weighted sums of pairwise independent random variables

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