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Complete convergence of martingale arrays. (English) Zbl 0913.60029
A sequence $$\{U_n, n\geq 1\}$$ of random variables is said to converge completely to the constant $$c$$ if $$\sum^\infty_{n= 1} P(| U_n- c|> \varepsilon)< \infty$$ for all $$\varepsilon> 0$$. The definition was introduced by P. L. Hsu and H. Robbins [Proc. Natl. Acad. Sci. USA 33, 25-31 (1947; Zbl 0030.20101)], and the authors also proved a result on complete convergence in the law of large numbers. The present paper is an extension to complete convergence for square-integrable martingale arrays together with several examples.
Reviewer: A.Gut (Uppsala)

##### MSC:
 60F15 Strong limit theorems 60G42 Martingales with discrete parameter
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