Title of article :
Baum–Katz–Nagaev type results for martingales
Author/Authors :
George Stoica، نويسنده ,
Issue Information :
دوهفته نامه با شماره پیاپی سال 2007
Abstract :
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–Erd˝os theorem fails for martingales.
© 2007 Elsevier Inc. All rights reserved
Keywords :
Martingale difference , Baum–Katz–Nagaev theorem
Journal title :
Journal of Mathematical Analysis and Applications
Journal title :
Journal of Mathematical Analysis and Applications
