On the rate of convergence in the strong law of large numbers for martingales
被引:10
|
作者:
Miao, Yu
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机构:
Henan Normal Univ, Coll Math & Informat Sci, Xinxiang 453007, Henan Province, Peoples R ChinaHenan Normal Univ, Coll Math & Informat Sci, Xinxiang 453007, Henan Province, Peoples R China
Miao, Yu
[1
]
Yang, Guangyu
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机构:
Zhengzhou Univ, Sch Math & Stat, Zhengzhou 450001, Henan Province, Peoples R ChinaHenan Normal Univ, Coll Math & Informat Sci, Xinxiang 453007, Henan Province, Peoples R China
Yang, Guangyu
[2
]
Stoica, George
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机构:
Univ New Brunswick, Dept Math Sci, St John, NB E2L 4L5, CanadaHenan Normal Univ, Coll Math & Informat Sci, Xinxiang 453007, Henan Province, Peoples R China
Stoica, George
[3
]
机构:
[1] Henan Normal Univ, Coll Math & Informat Sci, Xinxiang 453007, Henan Province, Peoples R China
[2] Zhengzhou Univ, Sch Math & Stat, Zhengzhou 450001, Henan Province, Peoples R China
[3] Univ New Brunswick, Dept Math Sci, St John, NB E2L 4L5, Canada
martingale difference sequences;
rate of convergence;
complete convergence;
regular cover;
D O I:
10.1080/17442508.2014.938075
中图分类号:
O29 [应用数学];
学科分类号:
070104 ;
摘要:
The aim of this note is to establish the Baum-Katz type rate of convergence in the Marcinkiewicz-Zygmund strong law of large numbers for martingales, which improves the recent works of Stoica [Series of moderate deviation probabilities for martingales, J. Math. Anal. Appl. 336 (2005), pp. 759-763; Baum-Katz-Nagaev type results for martingales, J. Math. Anal. Appl. 336 (2007), pp. 1489-1492; A note on the rate of convergence in the strong law of large numbers for martingales, J. Math. Anal. Appl. 381 (2011), pp. 910-913]. Furthermore, we also study some relevant limit behaviours for the uniform mixing process. Under some uniform mixing conditions, the sufficient and necessary condition of the convergence of the martingale series is established.