Convergence Rates in the Strong Law of Large Numbers for Martingale Difference Sequences英文文献资料.docVIP

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Convergence Rates in the Strong Law of Large Numbers for Martingale Difference Sequences英文文献资料.doc

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Convergence Rates in the Strong Law of Large Numbers for Martingale Difference Sequences英文文献资料

HindawiPublishingCorporation AbstractandAppliedAnalysis Volume2012,ArticleID572493,13pages doi:10.1155/2012/572493 ResearchArticle ConvergenceRatesintheStrongLawofLarge NumbersforMartingale DifferenceSequences XuejunWang,ShuheHu,WenzhiYang,andXinghuiWang SchoolofMathematical Science,AnhuiUniversity,Hefei230039,China Correspondence shouldbeaddressedtoXinghuiWang,wangxinghuial@163.com Received31May2012;Accepted 14June2012 Academic Editor:SungGuenKim Copyright q2012XuejunWangetal.Thisisanopenaccessarticledistributed undertheCreative Commons Attribution License, which permits unrestricted use,distribution, andreproduction in anymedium,providedtheoriginalworkisproperlycited. Westudythecomplete convergence andcomplete momentconvergence formartingale di?erence sequence. Especially, we get the Baum-Katz-type Theorem and Hsu-Robbins-type Theorem for martingale di?erence sequence. As a result, the Marcinkiewicz-Zygmund strong law of large numbersformartingale di?erencesequence isobtained. Ourresultsgeneralize thecorresponding onesofStoica2007,2011. 1.Introduction TheconceptofcompleteconvergencewasintroducedbyHsuandRobbins1asfollows. Asequenceofrandomvariables{Un,n ≥ 1}issaidtoconvergecompletelytoaconstantCif ∞ forallε 0.InviewoftheBorel-Cantellilemma,thisimplies P{|U ?C| ε} ∞ n 1 n thatU → Calmostsurelya.s..Theconverseistrueifthe{Un,n ≥ 1}areindependent. n Hsu and Robbins 1 proved that the sequence of arithmetic means of independent and identicallydistributedi.i.d.randomvariablesconvergescompletelytotheexpectedvalue ifthevarianceofthesummandsis?nite.Erdo¨s2provedtheconverse.TheresultofHsu- Robbins-Erdo¨sisafundamentaltheoreminprobabilitytheoryandhasbeengeneralizedand extendedinseveraldirectionsbymanyauthors.Oneofthemostimportantgeneralizations isBaumandKatz3forthestronglawoflargenumbersasfollows. TheoremAseeBaumandKatz3. Letα1/2andletαp1.Let{Xn,n≥1}beasequence ofindependentandidenticallydistributedrandomvariables.Assumefurther