A note on the rate of convergence in the strong law of large numbers for martingales

被引：24

作者：

Stoica, George ^{[1
]}

机构：

[1] Univ New Brunswick, Dept Math Sci, St John, NB E2L 4L5, Canada

来源：

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS | 2011年 / 381卷 / 02期

关键词：

Strong law of large numbers; Rate of convergence; Martingale difference sequence; Upper tail function; Quantile function; GENERAL-APPROACH;

D O I：

10.1016/j.jmaa.2011.04.008

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We prove a Baum-Katz-Nagaev type rate of convergence in the Marcinkiewicz-Zygmund and Kolmogorov strong laws of large numbers for norm bounded martingale difference sequences. (C) 2011 Elsevier Inc. All rights reserved.

引用

页码：910 / 913

页数：4

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