Complete Convergence of Martingale Arrays

Subhashis Ghosal and Tapas K. Chandra
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Subhashis Ghosal: Indian Statistical Institute
Tapas K. Chandra: Indian Statistical Institute

Journal of Theoretical Probability, 1998, vol. 11, issue 3, 621-631

Abstract: Abstract We study complete convergence of martingale arrays under rather weak conditions. Our results considerably strengthen many of the results available in the literature. As a tool, we establish a martingale analogue of an inequality of Hoffman-Jørgensen which was earlier known only for independent random variables.

Keywords: Complete convergence; Hoffman-Jørgensen inequality; martingale (search for similar items in EconPapers)
Date: 1998
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DOI: 10.1023/A:1022646429754

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