Complete convergence and complete moment convergence for randomly weighted sums of martingale difference sequence.
Huanhuan MaYan SunPublished in: Journal of inequalities and applications (2018)
In this paper, we extend some known results about complete convergence and establish the complete convergence and complete moment convergence for randomly weighted sums of martingale difference sequence. Our results can generalize some conclusions related to Hsu-Robbins-Erdös strong laws and Baum-Katz type theorems for martingales.