On the almost sure convergence of weighted sums of random elements in D[0,1]

Let {wn} be a sequence of positive constants and Wn=w1+…+wn where Wn→∞ and wn/Wn→∞. Let {Wn} be a sequence of independent random elements in D[0,1]. The almost sure convergence of Wn−1∑k=1nwkXk is established under certain integral conditions and growth conditions on the weights {wn}. The results ar...

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Bibliographic Details
Main Authors: R. L. Taylor, C. A. Calhoun
Format: Article
Language:English
Published: Wiley 1981-01-01
Series:International Journal of Mathematics and Mathematical Sciences
Subjects:
Online Access:http://dx.doi.org/10.1155/S0161171281000574
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Summary:Let {wn} be a sequence of positive constants and Wn=w1+…+wn where Wn→∞ and wn/Wn→∞. Let {Wn} be a sequence of independent random elements in D[0,1]. The almost sure convergence of Wn−1∑k=1nwkXk is established under certain integral conditions and growth conditions on the weights {wn}. The results are shown to be substantially stronger than the weighted sums convergence results of Taylor and Daffer (1980) and the strong laws of large numbers of Ranga Rao (1963) and Daffer and Taylor (1979).
ISSN:0161-1712
1687-0425