<p>This paper is concerned with the complete convergence and complete moment convergence for martingale difference sequences under exponential moment conditions and conditional exponential moment conditions. Our main results presented under the conditional exponential moment conditions can be seen as the extension of some existing results.</p>

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Complete and Complete Moment Convergence for Martingale Difference Sequence Under Exponential Moment Conditions

  • Qian Du,
  • Yu Miao

摘要

This paper is concerned with the complete convergence and complete moment convergence for martingale difference sequences under exponential moment conditions and conditional exponential moment conditions. Our main results presented under the conditional exponential moment conditions can be seen as the extension of some existing results.