Almost sure and complete convergence of randomly weighted sums of independent random elements in Banach spaces (Q647273)

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Almost sure and complete convergence of randomly weighted sums of independent random elements in Banach spaces
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    Almost sure and complete convergence of randomly weighted sums of independent random elements in Banach spaces (English)
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    1 December 2011
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    This work develops almost sure and complete convergence of randomly weighted sums of independent random elements in a real separable Banach space. Sufficient conditions for almost sure convergence and complete convergence in the sense defined by \textit{P. L. Hsu} and \textit{H. Robbins} [Proc. Natl. Acad. Sci. USA 33, 25--31 (1947; Zbl 0030.20101)] and \textit{P. Erdős} [Ann. Math. Stat. 20, 286-291 (1949; Zbl 0033.29001)] are provided. Examples showing that the conditions cannot he removed or weakened are given. It is also demonstrated that some of the known theorems in the literature [\textit{D. Li}, \textit{M. B. Rao}, \textit{T. Jiang} and \textit{X. Wang}, J. Theor. Probab. 8, No. 1, 49--76 (1995; Zbl 0814.60026); \textit{X. Wang}, \textit{M. B. Rao} and \textit{X. Yang}, Stochastic Anal. Appl. 11, No. 1, 115--132 (1993; Zbl 0764.60037)] are special cases of the result, published in this paper.
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    almost sure convergence
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    complete convergence
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    random weight
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    row-wise independent
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    Banach space
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