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Convergence of series of conditional expectations

Probability 2022-12-27 v2

Abstract

This paper deals with rates of convergence in the strong law of large numbers, in the Baum-Katz form, for partial sums of Banach space valued random variables. The results are then applied to solve similar problems for weighted partial sums of conditional expectations. They are further used to treat partial sums of powers of a reversible Markov chain operator. The method of proof is based on martingale approximation. The conditions are expressed in terms moments of the individual summands.

Keywords

Cite

@article{arxiv.2212.01527,
  title  = {Convergence of series of conditional expectations},
  author = {Magda Peligrad and Costel Peligrad},
  journal= {arXiv preprint arXiv:2212.01527},
  year   = {2022}
}

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11 pages