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Abstract and Applied Analysis
Volume 2013, Article ID 715054, 26 pages
Research Article

Convergence Rates in the Law of Large Numbers for Arrays of Banach Valued Martingale Differences

Trade and Event Management, School of Economics, Beijing International Studies University, Beijing 100024, China

Received 15 July 2013; Accepted 18 September 2013

Academic Editor: Dumitru Motreanu

Copyright © 2013 Shunli Hao. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.


We study the convergence rates in the law of large numbers for arrays of Banach valued martingale differences. Under a simple moment condition, we show sufficient conditions about the complete convergence for arrays of Banach valued martingale differences; we also give a criterion about the convergence for arrays of Banach valued martingale differences. In the special case where the array of Banach valued martingale differences is the sequence of independent and identically distributed real valued random variables, our result contains the theorems of Hsu-Robbins-Erdös (1947, 1949, and 1950), Spitzer (1956), and Baum and Katz (1965). In the real valued single martingale case, it generalizes the results of Alsmeyer (1990). The consideration of Banach valued martingale arrays (rather than a Banach valued single martingale) makes the results very adapted in the study of weighted sums of identically distributed Banach valued random variables, for which we prove new theorems about the rates of convergence in the law of large numbers. The results are established in a more general setting for sums of infinite many Banach valued martingale differences. The obtained results improve and extend those of Ghosal and Chandra (1998).