Hostname: page-component-586b7cd67f-rcrh6 Total loading time: 0 Render date: 2024-11-26T06:11:27.629Z Has data issue: false hasContentIssue false
  • English
  • Français

On the rate of convergence in the martingale convergence theorem

Published online by Cambridge University Press:  01 July 2016

C. C. Heyde
C. C. Heyde*
Affiliation:
C.S.I.R.O. Division of Mathematics and Statistics, Canberra
Get access Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
I. Invited Review and Research Papers
Information
Advances in Applied Probability , Volume 9 , Issue 2 , June 1977 , pp. 196
Copyright
Copyright © Applied Probability Trust 1977 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

Barbour, A. D. (1974) Tail sums of convergent series of independent random variables. Proc. Camb. Phil. Soc. 75, 361–364.CrossRefGoogle Scholar