La loi des grands nombres de Prokhorov dans les espaces de type p. (The Prokhorov law of large numbers for spaces of type p) (Q1103253)
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English | La loi des grands nombres de Prokhorov dans les espaces de type p. (The Prokhorov law of large numbers for spaces of type p) |
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La loi des grands nombres de Prokhorov dans les espaces de type p. (The Prokhorov law of large numbers for spaces of type p) (English)
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1987
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The main result of the paper is the extension of Prokhorov's law of large numbers to random elements \(X_ 1\), \(X_ 2\),... of a separable Banach space B of type p, \(1<p\leq 2\). The classical assumption of the scalar case is replaced by the following one: \[ \forall \epsilon >0: \sum^{\infty}_{n=1}\exp \{-\epsilon \lambda_ n^{- 1}\}<\infty,\text{ where } \lambda_ n=2^{-2n}\sup \{\sum^{2^{n+1}}_{i=2^ n+1}E <x^*, X_ i>^ 2;\;\| x^*\| \leq 1\}. \] The necessity of this condition is investigated.
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Prokhorov's law of large numbers
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Banach space
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