Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4621853 | Journal of Mathematical Analysis and Applications | 2007 | 4 Pages |
Abstract
We obtain a Baum–Katz–Nagaev type theorem for bounded martingale difference sequences that have more than a second moment, and prove that the celebrated Hsu–Robbins–Erdős theorem fails for martingales.
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