Complete convergence and complete moment convergence for martingale difference sequence |
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| Authors: | Xue Jun Wang Shu He Hu |
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| Affiliation: | 1. School of Mathematical Science, Anhui University, Hefei, 230601, P. R. China
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| Abstract: | In the paper, we investigate the complete convergence and complete moment convergence for the maximal partial sum of martingale difference sequence. Especially, we get the Baum-Katz-type Theorem and Hsu-Robbins-type Theorem for martingale difference sequence. As an application, a strong law of large numbers for martingale difference sequence is obtained. |
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| Keywords: | Martingale diference sequence complete convergence complete moment convergence Baum–Katz-type theorem |
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