Convergence of weighted sums of tight random elements
Convergence of weighted sums of tight random elements {Vn} (in a separable Banach space) which have zero expected values and uniformly bounded rth moments (r > 1) is obtained. In particular, if {ank} is a Toeplitz sequence of real numbers, then [Sigma]k=1[infinity] ankf(Vk) --> 0 in probability for each continuous linear functional f if and only if ||[Sigma]k=1[infinity] ankVk ||--> 0 in probability. When the random elements are independent and max1<=k<=n ank = (n-8) for some 0 < 1/s < r - 1, then [Sigma]k=1[infinity] ankVk ||--> 0 with probability 1. These results yield laws of large numbers without assuming geometric conditions on the Banach space. Finally, these results can be extended to random elements in certain Fréchet spaces.
Year of publication: |
1978
|
---|---|
Authors: | Wei, Duan ; Taylor, R. L. |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 8.1978, 2, p. 282-294
|
Publisher: |
Elsevier |
Keywords: | Random elements weighted sums tightness symmetry Schauder basis convergence in probability and almost surely laws of large numbers Banach spaces and Frechet spaces |
Saved in:
Saved in favorites
Similar items by person
-
Wei, Duan, (2016)
-
Wei, Duan, (2021)
-
Impact of nature reserves on human well-being : evidence from Giant Panda Reserves in China
Shen, Jinyu, (2021)
- More ...