Convergence of weighted sums of random elements in Banach spaces of type \(p\) (Q1387262): Difference between revisions

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Latest revision as of 03:09, 5 March 2024

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Convergence of weighted sums of random elements in Banach spaces of type \(p\)
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    Convergence of weighted sums of random elements in Banach spaces of type \(p\) (English)
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    7 June 1999
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    Let \((X_n)^\infty_1\) be a sequence of independent symmetric random elements with values in a Banach space \(E\) and let \(\xi\) be a positive random variable. If there exists \(C>0\) such that, for all \(t>0\), \[ \sup_{k\geq 1} {\mathbf P}\{\| X_k\|> t\}\leq C{\mathbf P}\{\xi> t\} \] then one writes \((X_n)\prec\xi\). If \(f:\mathbb{R}^+\to \mathbb{R}^+\) is continuous, \(f(0)= 0\), \(f(\infty)= \infty\) and \((T_n)^\infty_1\) are random elements with values in the Banach space \(E\) such that \({\mathbf E}f(\sup_{k\geq n}\| T_k\|)\to 0\) as \(n\to\infty\) it is said that \(T_n\to 0\) in the sense \(f\sup\). The main result of the article asserts that if \(E\) is a Banach space of stable type \(p\) [\textit{G. Pisier}, Lect. Notes Math. No. 1206, 167-241 (1986; Zbl 0606.60008)], where \(1<p<2\), a weight \({\mathbf a}= \{a_k(n), nj\in\mathbb{N}, 1\leq k\leq n\}\) and \(f\), as above, satisfy certain stated conditions and \((X_n)\prec\xi\) then \[ \sum^\infty_{k= 1}{\mathbf P}\Biggl\{\xi> \Biggl(\max_{1\leq j\leq k}| a_j(k)|\Biggr)^{-1}\Biggr\}< \infty \] implies that \(\sum^\infty_{k= 1} a_k(n)X_k= T_n\to 0\) in \(f\sup\) as \(n\to\infty\).
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    symmetric random elements
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    weight
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