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Complete Convergence of Martingale Arrays

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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.

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Ghosal, S., Chandra, T.K. Complete Convergence of Martingale Arrays. Journal of Theoretical Probability 11, 621–631 (1998). https://doi.org/10.1023/A:1022646429754

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  • DOI: https://doi.org/10.1023/A:1022646429754

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