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Complete Convergence of Martingale Arrays

Author

Listed:
  • Subhashis Ghosal

    (Indian Statistical Institute)

  • Tapas K. Chandra

    (Indian Statistical Institute)

Abstract

We study complete convergence of martingale arrays under rather weak conditions. Our results considerably strengthen many of the results available in the literature. As a tool, we establish a martingale analogue of an inequality of Hoffman-Jørgensen which was earlier known only for independent random variables.

Suggested Citation

  • Subhashis Ghosal & Tapas K. Chandra, 1998. "Complete Convergence of Martingale Arrays," Journal of Theoretical Probability, Springer, vol. 11(3), pages 621-631, July.
    • Handle: RePEc:spr:jotpro:v:11:y:1998:i:3:d:10.1023_a:1022646429754
    DOI: 10.1023/A:1022646429754
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    References listed on IDEAS

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    1. Li, Deli & Bhaskara Rao, M. & Wang, Xiangchen, 1992. "Complete convergence of moving average processes," Statistics & Probability Letters, Elsevier, vol. 14(2), pages 111-114, May.
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