Baum-Katz-Nagaev type results for martingales |
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Authors: | George Stoica |
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Institution: | University of New Brunswick, Department of Mathematics, Saint John, Canada |
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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?s theorem fails for martingales. |
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Keywords: | Baum-Katz-Nagaev theorem Martingale difference |
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