Some Convergence Properties for Weighted Sums of Martingale Difference Random Vectors

Let be an array of martingale difference random vectors and be an array of m × d matrices of real numbers. In this paper, the Marcinkiewicz–Zygmund type weak law of large numbers for maximal weighted sums of martingale difference random vectors is obtained with not necessarily finite p -th (1 < p...

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Vydané v:	Acta mathematica Sinica. English series Ročník 40; číslo 4; s. 1127 - 1142
Hlavní autori:	Wu, Yi, Wang, Xue Jun
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Berlin/Heidelberg Springer Berlin Heidelberg 01.04.2024 Springer Nature B.V
Predmet:	Arrays Big Data Codes Convergence Inequality Martingales Mathematical analysis Mathematics Mathematics and Statistics Multivariate analysis Random variables Real numbers Regression analysis Regression models Sums Vectors (mathematics) weighted sums complete convergence Martingale difference random vectors Marcinkiewicz–Zygmund type weak law of large numbers 60G50 strong law of large numbers multivariate simple linear regression model 60F15
ISSN:	1439-8516, 1439-7617
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