A note on the rate of convergence in the strong law of large numbers for martingales
Authors:
George Stoica
Affiliation:
Department of Mathematical Sciences, University of New Brunswick, Saint John, Canada
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.