Baum-Katz type theorems for martingale arrays

DOI10.1016/j.crma.2011.12.006zbMath1237.60031OpenAlexW2091053532MaRDI QIDQ664935

Shunli Hao, Quan-sheng 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

Cesàro convergenceBaum-Katz, martingales

Mathematics Subject Classification ID

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

Cites Work

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