Convergence Rates in the Strong Law of Large Numbers for Martingale Difference Sequences

Xuejun Wang, Shuhe Hu, Wenzhi Yang and Xinghui Wang

Abstract and Applied Analysis, 2012, vol. 2012, 1-13

Abstract:

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).

Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlaaa:572493

DOI: 10.1155/2012/572493

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