On the weak law for randomly indexed partial sums for arrays of random elements in martingale type p Banach spaces
For weighted randomly indexed sums of the form [summation operator]j=1Nnanj(Vnj-cnj) where {anj,j[greater-or-equal, slanted]1,n[greater-or-equal, slanted]1} are constants, {Vnj,j[greater-or-equal, slanted]1,n[greater-or-equal, slanted]1} are random elements in a real separable martingale type p Banach space, {Nn,n[greater-or-equal, slanted]1} are positive integer-valued random variables, and {cnj,j[greater-or-equal, slanted]1,n[greater-or-equal, slanted]1} are suitable conditional expectations, a general weak law of large numbers is established. No conditions are imposed on the joint distributions of the {Vnj,j[greater-or-equal, slanted]1,n[greater-or-equal, slanted]1}. Also, no conditions are imposed on the joint distributions of {Nn,n[greater-or-equal, slanted]1}. Moreover, no conditions are imposed on the joint distributions of {Nn,n[greater-or-equal, slanted]1}. Moreover, no conditions are imposed on the joint distribution of the sequence {Vnj,j[greater-or-equal, slanted]1,n[greater-or-equal, slanted]1} and the sequence {Nn,n[greater-or-equal, slanted]1}. The weak law is proved under a Cesàro type condition. The sharpness of the results is illustrated by an example. The current work extends that of Gut (1992), Hong and Oh (1995), Hong (1996), Kowalski and Rychlik (1997), Adler et al. (1997) and Sung (1998).
Year of publication: |
2000
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Authors: | Hong, Dug Hun ; Cabrera, Manuel Ordóñez ; Sung, Soo Hak ; Volodin, Andrei I. |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 46.2000, 2, p. 177-185
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Publisher: |
Elsevier |
Keywords: | Real separable martingale type p Banach space Array of random elements Randomly indexed sums Weighted sums Weak law of large numbers Convergence in probability Cesaro-type condition Martingale difference sequence |
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