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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Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
Wiley
1987-01-01
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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<∞. |
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ISSN: | 0161-1712 1687-0425 |