Law of large numbers for identically distributed Banach-valued random variables (Q5902939): Difference between revisions
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scientific article; zbMATH DE number 3925865
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English | Law of large numbers for identically distributed Banach-valued random variables |
scientific article; zbMATH DE number 3925865 |
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Law of large numbers for identically distributed Banach-valued random variables (English)
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1984
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The relationship between the weak law of large numbers (WLLN) for i.i.d. random elements in a Banach space B and the geometry of the space is studied. Let \(L_ 0(B)\) be the space of B-valued random elements, \(S_{n,p}(X)=n^{-1/p}(X_ 1+...+X_ n)\) where \(X_ i\), \(i\geq 1\), are independent copies of X, \(WLLN_ p(B)=\{X\in L_ 0(B):\) \(\lim S_{n,p}(X)=0\) in probability\(\}\). Let \(u\in (B_ 1,B_ 2)\) (\(\equiv\) the space of linear bounded operators from \(B_ 1\) to \(B_ 2\), \(B_ i\), \(i=1,2\), Banach spaces) and M be some subspace of \(L_ 0(B_ 1).\) The following problem, among others, is investigated: for given M what properties of u ensure the relation \(U(M)\subset WLLN_ p(B_ 2)\). For this purpose a general notion of operator of type (p,r,q,\(\alpha)\) is introduced, which generalizes previously known various notions of this type.
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weak law of large numbers
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Banach space
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