Baum-Katz-Nagaev type results for martingales

被引：26

作者：

Stoica, George ^{[1
]}

机构：

[1] Univ New Brunswick, Dept Math, St John, NF, Canada

来源：

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS | 2007年 / 336卷 / 02期

关键词：

Baum-Katz-Nagaev theorem; martingale difference;

D O I：

10.1016/j.jmaa.2007.03.012

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We obtain a Baum-Katz-Nagaev type theorem for bounded martingale difference sequences that have more than a second moment, and prove that the celebrated Hsu-Robbins-Erdos theorem fails for martingales. (c) 2007 Elsevier Inc. All rights reserved.

引用

页码：1489 / 1492

页数：4

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