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- Title
Complete convergence and complete moment convergence for martingale difference sequence.
- Authors
Wang, Xue Jun; Hu, Shu He
- Abstract
In the paper, we investigate the complete convergence and complete moment convergence for the maximal partial sum of martingale difference sequence. Especially, we get the Baum-Katz-type Theorem and Hsu-Robbins-type Theorem for martingale difference sequence. As an application, a strong law of large numbers for martingale difference sequence is obtained.
- Subjects
STOCHASTIC convergence; MARTINGALES (Mathematics); MATHEMATICAL sequences; MATHEMATICS theorems; APPLICATION software; NUMBER theory
- Publication
Acta Mathematica Sinica, 2014, Vol 30, Issue 1, p119
- ISSN
1439-8516
- Publication type
Article
- DOI
10.1007/s10114-013-2243-8