Convergence Rates in the Strong Law of Large Numbers for Martingale Difference Sequences
Joint Authors
Wang, Xinghui
Wang, Xuejun
Hu, Shuhe
Yang, Wenzhi
Source
Issue
Vol. 2012, Issue 2012 (31 Dec. 2012), pp.1-13, 13 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2012-07-31
Country of Publication
Egypt
No. of Pages
13
Main Subjects
Abstract EN
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).
American Psychological Association (APA)
Wang, Xuejun& Hu, Shuhe& Yang, Wenzhi& Wang, Xinghui. 2012. Convergence Rates in the Strong Law of Large Numbers for Martingale Difference Sequences. Abstract and Applied Analysis،Vol. 2012, no. 2012, pp.1-13.
https://search.emarefa.net/detail/BIM-481770
Modern Language Association (MLA)
Wang, Xuejun…[et al.]. Convergence Rates in the Strong Law of Large Numbers for Martingale Difference Sequences. Abstract and Applied Analysis No. 2012 (2012), pp.1-13.
https://search.emarefa.net/detail/BIM-481770
American Medical Association (AMA)
Wang, Xuejun& Hu, Shuhe& Yang, Wenzhi& Wang, Xinghui. Convergence Rates in the Strong Law of Large Numbers for Martingale Difference Sequences. Abstract and Applied Analysis. 2012. Vol. 2012, no. 2012, pp.1-13.
https://search.emarefa.net/detail/BIM-481770
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-481770
