On Cantrell-Rosalsky's strong laws of large numbers (Q1009727)
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English | On Cantrell-Rosalsky's strong laws of large numbers |
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On Cantrell-Rosalsky's strong laws of large numbers (English)
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3 April 2009
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Starting from a result of almost sure (a.s.) convergence for nonnegative random variables a simplified proof of a strong law of large numbers (SLLN) established by \textit{A. Cantrell} and \textit{A. Rosalsky} [(*) Stochastic Anal. Appl. 21, No. 1, 79--95 (2003; Zbl 1034.60005)], for random elements in a real separable Banach space is presented. Futhermore some other results of a.s. convergence related to SLLNs by \textit{A. Cantrell} and \textit{A. Rosalsky} [(**) Bull. Inst. Math., Acad. Sin. 32, No. 1, 15--33 (2004; Zbl 1047.60024)], and (*), are derived. No conditions of independence or on the joint distribution of random elements are required. Likewise no geometric condition on the Banach space where random elements take values is imposed. Some applications to weighted (for an array of constants) sums of random elements and to the case of random sets are also considered. The references contain 6 bibliographical hints: \textit{Z. Artstein} and \textit{R. A. Vitale} [Ann. Probab. 3, 879--882 (1975, Zbl 0313.60012)], \textit{A. Cantrell} and \textit{A. Rosalsky} [Stochastic Anal. Appl. 20, No. 4, 731--753 (2002; Zbl 1011.60012)], (*), (**), \textit{R. L. Taylor} [Stochastic convergence of weighted sums of random elements in linear spaces. Lecture Notes in Mathematics. 672. Berlin etc.: Springer-Verlag (1978; Zbl 0443.60004)], \textit{P. Terán} [Stochastic Anal. Appl. 23, No. 4, 751--756 (2005; Zbl 1072.60022)].
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strong law of large numbers
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SLLN
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random elements in a real separable Banach space
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almost sure convergence
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random set
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