Strong laws of large numbers for arrays of rowwise independent random elements

Let {Xnk} be an array of rowwise independent random elements in a separable Banach space of type p+δ with EXnk=0 for all k, n. The complete convergence (and hence almost sure convergence) of n−1/p∑k=1nXnk to 0, 1≤p<2, is obtained when {Xnk} are uniformly bounded by a random variable X with E|X|2p...

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Bibliographic Details
Main Authors: Robert Lee Taylor, Tien-Chung Hu
Format: Article
Language:English
Published: Wiley 1987-01-01
Series:International Journal of Mathematics and Mathematical Sciences
Subjects:
Online Access:http://dx.doi.org/10.1155/S0161171287000899
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Summary:Let {Xnk} be an array of rowwise independent random elements in a separable Banach space of type p+δ with EXnk=0 for all k, n. The complete convergence (and hence almost sure convergence) of n−1/p∑k=1nXnk to 0, 1≤p<2, is obtained when {Xnk} are uniformly bounded by a random variable X with E|X|2p<∞. When the array {Xnk} consists of i.i.d, random elements, then it is shown that n−1/p∑k=1nXnk converges completely to 0 if and only if E‖X11‖2p<∞.
ISSN:0161-1712
1687-0425