Complete convergence and complete moment convergence for randomly weighted sums of martingale difference sequence

随机加权鞅差序列和的完全收敛性和完全矩收敛性

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Abstract

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.

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