Almost sure convergence and complete convergence for the weighted sums of martingale differences期刊界 All Journals 搜尽天下杂志传播学术成果专业期刊搜索期刊信息化学术搜索

按检索

Almost sure convergence and complete convergence for the weighted sums of martingale differences

Authors:	Deng Ai-jiao Liu Jing-jun

Institution:	(1) College of Mathematical and Computer Sciences, Wuhan University, 430072 Wuhan, China

Abstract:	Let {(D _n, FFF_n),n/->1} be a sequence of martingale differences and {a _ni, 1≤i≤n,n≥1} be an array of real constants. Almost sure convergence for the row sums $\sum\limits_{i = 1}^n {a_{ni} D_1 }$ are discussed. We also discuss complete convergence for the moving average processes underB-valued martingale differences assumption. Foundation item: Supported by the National Natural Science Foundation of China and the Doctoral Programme Foundation of China Biography: DENG Ai-jiao (1974-), female, Ph.D. candidate. Research interest is in stochastic processes and random fractal.

Keywords:	complete convergence almost sure convergence weighted sums martingale differences moving average processes
本文献已被 SpringerLink 等数据库收录！