Strong convergence of weighted sums of random elements through the equivalence of sequences of distributions
The equivalence of sequences of probability measures jointly with the extension of Skorohod's representation theorem due to Blackwell and Dubins is used to obtain strong convergence of weighted sums of random elements in a separable Banach space. Our results include most of the known work on this topic without geometric restrictions on the space. The simple technique developed gives a unified method to extend results on this topic for real random variables to Banach-valued random elements. This technique is also applied to the proof of strong convergence of some statistical functionals.
Year of publication: |
1988
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Authors: | Cuesta, Juan A. ; MatrĂ¡n, Carlos |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 25.1988, 2, p. 311-322
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Publisher: |
Elsevier |
Keywords: | Strong law of large numbers pairwise independence Glivenko-Cantelli theorem equivalence of sequences of distributions tightness in mean r-mean random elements in Banach spaces strong convergence Skorohod's representation |
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