论文标题
一系列条件期望的收敛
Convergence of series of conditional expectations
论文作者
论文摘要
本文涉及大量强大定律(以鲍姆 - 卡兹形式)的收敛速率,以部分估价随机变量的部分总和。然后将结果应用于解决条件期望的加权部分总和的类似问题。它们进一步用于治疗可逆的马尔可夫链操作员的部分权力。证明方法基于martingale近似。条件是按照单个求和的时刻表示的。
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.