Convergence in mean of weighted sums of \(\{a_{nk}\}\)-compactly uniformly integrable random elements in Banach spaces (Q1365260)
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English | Convergence in mean of weighted sums of \(\{a_{nk}\}\)-compactly uniformly integrable random elements in Banach spaces |
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Convergence in mean of weighted sums of \(\{a_{nk}\}\)-compactly uniformly integrable random elements in Banach spaces (English)
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7 January 1998
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Summary: The convergence in mean of a weighted sum \(\sum_k a_{nk}(X_k- EX_k)\) of random elements in a separable Banach space is studied under a new hypothesis which relates the random elements with their respective weights in the sum: the \(\{a_{nk}\}\)-compactly uniform integrability of \(\{X_n\}\). This condition, which is implied by the tightness of \(\{X_n\}\) and the \(\{a_{nk}\}\)-uniform integrability of \(\{|X_n|\}\), is weaker than the compactly uniform integrability of \(\{X_n\}\) and leads to a result of convergence in mean which is strictly stronger than a recent result of \textit{X. C. Wang}, \textit{M. B. Rao} and \textit{D. Li} [Northeast Math. J. 8, No. 3, 349-356 (1992; Zbl 0768.60005)].
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weighted sums
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random elements in separable Banach spaces
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compactly uniform integrability
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uniform integrability
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tightness
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convergence in mean
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