Cesàro convergence of martingale difference sequences and the Banach-Saks and Szlenk theorems
نویسندگان
چکیده
منابع مشابه
Davis-type Theorems for Martingale Difference Sequences
We study Davis-type theorems on the optimal rate of convergence of moderate deviation probabilities. In the case of martingale difference sequences, under the finite pth moments hypothesis (1 ≤ p <∞), and depending on the normalization factor, our results show that Davis’ theorems either hold if and only if p > 2 or fail for all p ≥ 1. This is in sharp contrast with the classical case of i.i.d....
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ژورنال
عنوان ژورنال: Proceedings of the American Mathematical Society
سال: 1988
ISSN: 0002-9939
DOI: 10.1090/s0002-9939-1988-0938674-3