Limit theorems for identically distributed martingale difference |
| |
| Authors: | Yu Miao Shuili Zhang |
| |
| Institution: | 1. College of Mathematics and Information Science, Henan Normal University, XinXiang, China;2. College of Mathematics and Statistics, Pingdingshan University, Pingdingshan, China |
| |
| Abstract: | AbstractIn this paper, we establish some general results for the strong law of large numbers and the complete convergence of martingale difference which include the well-known Marcinkiewicz–Zygmund strong law and Spitzer complete convergence. |
| |
| Keywords: | Strong law of large numbers Marcinkiewicz–Zygmund strong law complete convergence martingale difference |
|
|
