Complete moment convergence for Sung's type weighted sums of \(B\)-valued random elements (Q1723690): Difference between revisions

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Complete moment convergence for Sung's type weighted sums of \(B\)-valued random elements
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    Complete moment convergence for Sung's type weighted sums of \(B\)-valued random elements (English)
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    19 February 2019
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    Summary: Let \(p\geq 1/\alpha\) and \(1/2 < \alpha \leq 1\). Let \(\{X, X_n, n\geq 1\}\) be a sequence of independent and identically distributed \(B\)-valued random elements and let \(\{a_{ni}, 1 \leq i\leq n,n\geq 1\}\) be an array of real numbers satisfying \(\sum^n_{i=1}|a_{ni}|^q =O(n)\) for some \(q >p\). We give necessary and sufficient conditions for complete moment convergence of the form \(\sum^\infty_{n=1}n^{(p-v)\alpha-2}E\{\|\sum^n_{i=1}a_{ni}X_i\|-\varepsilon n^\alpha\}^v_+< \infty\), \(\forall\varepsilon > 0\), where \(0 <v < p\). A strong law of large numbers for weighted sums of independent \(B\)-valued random elements is also obtained.
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    \(B\)-valued random elements
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    moment convergence
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