Baum-Katz type theorems for martingale arrays

DOI10.1016/J.CRMA.2011.12.006MaRDI QIDQ664935zbMATH OpenOpenAlexFDO

Authors Shunli Hao, Quansheng Liu

Publication date 5 March 2012

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.crma.2011.12.006

zbMATH Keywords

Baum-Katz, martingalesCesàro convergence

Mathematics Subject Classification ID

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

Review text

The authors prove a Baum--Katz type theorem for martingale arrays and apply the result to weighted sums, in particular to Cesàro summation, thereby extending known results in the i.i.d. case.

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

• A Combinatorial Lemma and Its Application to Probability Theory
• Baum-Katz laws for certain weighted sums of independent and identically distributed random variables
• Baum-Katz-Nagaev type results for martingales
• Borel and Banach properties of methods of summation
• Complete convergence and Cesàro summation for i.i.d. random variables
• Complete Convergence and the Law of Large Numbers
• Complete convergence of martingale arrays
• Convergence Rates in the Law of Large Numbers
• Convergence rates in the law of large numbers for martingales
• Large deviations for martingales.
• Limiting behavior of weighted sums of independent random variables
• On a Theorem of Hsu and Robbins
• On the almost sure convergence, of order \(\alpha\) in the sense of Césaro, \(0<\alpha<1\), for independent and identically distributed random variables.

Cited in

(8)

• Convergence rates in the law of large numbers for martingales
• Baum-Katz-Nagaev type results for martingales
• Convergence rates for the law of large numbers for arrays
• scientific article; zbMATH DE number 3848314 (Why is no real title available?)
• scientific article; zbMATH DE number 3965086 (Why is no real title available?)
• Convergence rates in the law of large numbers for arrays of martingale differences
• On the rate of convergence in the strong law of large numbers for martingales
• On the tradeoff between almost sure error tolerance and its mean deviation frequency in martingale convergence

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