Baum-Katz-Nagaev type results for martingales

Journal of Mathematical Analysis and Applications

Volumn 336, Issue 2, 2007, Pages 1489-1492

  Stoica, George ^a  

^a UNIVERSITY OF NEW BRUNSWICK   (Canada)

Author keywords

Baum Katz Nagaev theorem; Martingale difference

Indexed keywords

EID: 34548083417     PISSN: 0022247X     EISSN: 10960813     Source Type: Journal    
DOI: 10.1016/j.jmaa.2007.03.012     Document Type: Article

References (8)

1. Baum L.E., and Katz M. Convergence rates in the law of large numbers. Trans. Amer. Math. Soc. 120 (1965) 108-123
2. Erdo{combining double acute accent}s P. On a theorem of Hsu and Robbins. Ann. Math. Statist. 20 (1949) 286-291
3. Erdo{combining double acute accent}s P. Remark on my paper "On a theorem of Hsu and Robbins". Ann. Math. Statist. 21 (1950) 138
4. Hsu P.L., and Robbins H. Complete convergence and the law of large numbers. Proc. Natl. Acad. Sci. USA 33 (1947) 25-31
5. Lesigne E., and Volný D. Large deviations for martingales. Stochastic Process. Appl. 96 (2001) 143-159
6. Nagaev S.V. Some limit theorems for large deviations. Theory Probab. Appl. 10 (1965) 214-235
7. Spitzer F. A combinatorial lemma and its applications to probability theory. Trans. Amer. Math. Soc. 82 (1956) 323-339
8. G. Stoica, The Baum-Katz theorem for bounded subsequences, Statist. Probab. Lett., in press