A note on the rate of convergence in the strong law of large numbers for martingales

DOI10.1016/J.JMAA.2011.04.008zbMATH Open1237.60025OpenAlexW2064312062MaRDI QIDQ542874FDOQ542874

Authors: George Stoica 

Publication date: 20 June 2011

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.2011.04.008

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zbMATH Keywords

martingale differencesKolmogorov's law of large numbers

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Strong limit theorems (60F15) (L^p)-limit theorems (60F25)

Cites Work

• Convergence Rates in the Law of Large Numbers
• Maximal inequalities for demimartingales and a strong law of large numbers
• Baum-Katz-Nagaev type results for martingales
• Some Limit Theorems for Large Deviations
• A law of large numbers for identically distributed martingale differences
• Convergence Rates in the Law of Large Numbers for Banach-Valued Dependent Variables
• A General Approach to the Strong Law of Large Numbers
• On extending the Brunk-Prokhorov strong law of large numbers for martingale differences
• Rate of convergence in the strong law of large numbers for martingales
• A general approach rate to the strong law of large numbers
• On a sufficient condition for the validity of the strong law of large numbers for martingales
• A Strong Law of Large Numbers for Martingales
• The Baum-Katz theorem for bounded subsequences

Cited In (22)

• 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
• On the convergence rate for arrays of row-wise NOD random variables
• The moment of maximum normed randomly weighted sums of martingale differences
• Complete moment convergence of moving average process generated by a class of random variables
• Complete moment convergence for the linear processes with random coefficients generated by a class of random variables
• Convergence rates in the strong law of large numbers for martingale difference sequences
• Complete moment convergence for maximum of randomly weighted sums of martingale difference sequences
• Baum-Katz type theorems with exact threshold
• On convergence rates in the Marcinkiewicz-Zygmund strong law of large numbers
• Complete convergence and complete moment convergence for martingale difference sequence
• Complete moment convergence for randomly weighted sums of martingale differences
• On Rio's proof of limit theorems for dependent random fields
• On the law of large numbers for discrete Fourier transform
• Complete convergence of weighted sums for arrays of rowwise \(\varphi \)-mixing random variables.
• An exponential inequality and the convergence rate of the strong law of large numbers in the unbounded forecasting game
• The law of iterated logarithm for a class of random variables satisfying Rosenthal type inequality
• A Berry–Esseen theorem for sample quantiles under martingale difference sequences
• Further research on complete moment convergence for moving average process of a class of random variables
• Title not available (Why is that?)
• 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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