Old Web
ALMOST SURE CONVERGENCE OF WEIGHTED SUMS FOR MARTINGALE DIFFERENCES
2014
In this paper, we discuss a class of weighted sums for martingale difference sequence based on some elementary inequalities and the truncation technique.The almost sure convergence is obtained, which extends the result on the case of independent identically distributed random variables.
Keywords:
- Martingale difference sequence
- Martingale (probability theory)
- Local martingale
- Independent and identically distributed random variables
- Truncation
- Mathematical analysis
- Inequality
- Convergence of random variables
- Random variable
- Mathematics
- Discrete mathematics
- independent identically distributed
- Applied mathematics
- Correction
- Source
- Cite
- Save
- Machine Reading By IdeaReader
0
References
0
Citations
NaN
KQI