Complete Convergence and Complete Moment Convergence for Martingale Diference Sequence

被引：0

作者：

Xue Jun WANG ^{[1
]}

Shu He HU ^{[1
]}

机构：

[1] School of Mathematical Science,Anhui University

来源：

Acta Mathematica Sinica,English Series | 2014年 / 01期

基金：

中国国家自然科学基金;

关键词：

Martingale diference sequence; complete convergence; complete moment convergence; Baum–Katz-type theorem;

D O I：

暂无

中图分类号：

O211.6 [随机过程];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In the paper,we investigate the complete convergence and complete moment convergence for the maximal partial sum of martingale diference sequence.Especially,we get the Baum–Katz-type Theorem and Hsu–Robbins-type Theorem for martingale diference sequence.As an application,a strong law of large numbers for martingale diference sequence is obtained.

引用

页码：119 / 132

页数：14

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