Baum-Katz-Nagaev type results for martingales

[摘要] 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-Erdos theorem fails for martingales. (c) 2007 Elsevier Inc. All rights reserved.

[发布日期] 2007-12-15

[关键词] Baum-Katz-Nagaev theorem;martingale difference