Title of article :
A note on the rate of convergence in the strong law of large numbers for martingales
Author/Authors :
Stoica، نويسنده , , George، نويسنده ,
Issue Information :
دوهفته نامه با شماره پیاپی سال 2011
Abstract :
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.
Keywords :
Quantile function , strong law of large numbers , Rate of convergence , Martingale difference sequence , Upper tail function
Journal title :
Journal of Mathematical Analysis and Applications
Journal title :
Journal of Mathematical Analysis and Applications
