Complete convergence of martingale arrays. (English) Zbl 0913.60029

Ghosal, Subhashis; Chandra, Tapas K.

J. Theor. Probab. 11, No. 3, 621-631 (1998).

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

Keywords:

complete convergence; law of large numbers; square-integrable martingale arrays

Citations:

Zbl 0030.20101