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