A weak law for normed weighted sums of random elements in rademacher type p banach spaces
For weighted sums [Sigma]j = 1najVj of independent random elements {Vn, n >= 1} in real separable, Rademacher type p (1 <= p <= 2) Banach spaces, a general weak law of large numbers of the form ([Sigma]j = 1najVj - vn)/bn -->p 0 is established, where {vn, n >= 1} and bn --> [infinity] are suitable sequences. It is assumed that {Vn, n >= 1} is stochastically dominated by a random element V, and the hypotheses involve both the behavior of the tail of the distribution of V and the growth behaviors of the constants {an, n >= 1} and {bn, n >= 1}. No assumption is made concerning the existence of expected values or absolute moments of the {Vn, n >- 1}.
Year of publication: |
1991
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Authors: | Adler, André ; Rosalsky, Andrew ; Taylor, Robert L. |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 37.1991, 2, p. 259-268
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Publisher: |
Elsevier |
Keywords: | real separable Rademacher type p Banach space independent random elements normed weighted sums weak law of large numbers convergence in probability stochastically dominated random elements |
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