Convergence Rates in the Strong Law of Large Numbers for Martingale Difference Sequences
We study the complete convergence and complete moment convergence for martingale difference sequence. Especially, we get the Baum-Katz-type Theorem and Hsu-Robbins-type Theorem for martingale difference sequence. As a result, the Marcinkiewicz-Zygmund strong law of large numbers for martingale diffe...
Saved in:
| Main Authors: | , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Wiley
2012-01-01
|
| Series: | Abstract and Applied Analysis |
| Online Access: | http://dx.doi.org/10.1155/2012/572493 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Summary: | We study the complete convergence and complete moment convergence for martingale difference sequence. Especially, we get the Baum-Katz-type Theorem and Hsu-Robbins-type Theorem for martingale difference sequence. As a result, the Marcinkiewicz-Zygmund strong law of large numbers for martingale difference sequence is obtained. Our results generalize the corresponding ones of Stoica (2007, 2011). |
|---|---|
| ISSN: | 1085-3375 1687-0409 |