Journal of the
Korean Mathematical Society
JKMS

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J. Korean Math. Soc. 2015; 52(5): 1023-1036

Printed September 1, 2015

https://doi.org/10.4134/JKMS.2015.52.5.1023

Copyright © The Korean Mathematical Society.

On the convergence of series of martingale differences with multidimensional indices

Ta Cong Son and Dang Hung Thang

National University of Hanoi, National University of Hanoi

Abstract

Let $\{X_{\bf n};{\bf n\succeq 1}\}$ be a field of martingale differences taking values in a $p$-uniformly smooth Banach space. The paper provides conditions under which the series $\sum_{\bf i\preceq n}X_{\bf i}$ converges almost surely and the tail series $\{T_{\bf n}=\sum_{ \bf i \gg n}X_{\bf i}; {\bf n\succeq 1}\}$ satisfies $\sup_{\bf k\succeq n}\|T_{\bf k}\|=\mathcal{O}_{P}(b_{\bf n})$ and $\frac{\sup_{\bf k\succeq n}\|T_{\bf k}\|}{B_{\bf n}}\stackrel{P}{\to}0$ for given fields of positive numbers $\{b_{\bf n}\}$ and $\{B_{\bf n}\}$. This result generalizes results of A.~Rosalsky, J.~Rosenblatt \cite{h:2001}, \cite{i:2001} and S.~H.~Sung, A.~I.~Volodin \cite{g:2001}.

Keywords: $p$-uniformly smooth Banach spaces, field of martingale differences, convergent of series of random field, tail series of random field

MSC numbers: 60B11, 60B12, 60F15, 60G42, 60G60

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