On complete convergence in a Banach space (Q1321838)
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English | On complete convergence in a Banach space |
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On complete convergence in a Banach space (English)
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24 October 1994
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The main result is as follows: Let \((X_ n)\) be a sequence of independent symmetrically distributed \(B\)-valued random elements. Suppose that \((n_ k)\) is a strictly increasing sequence of positive integers. If for some positive integer \(j\) and any given \(\varepsilon>0\), \[ \sum^ \infty_{k=1} \sum^{n_ k}_{i=1} P \bigl[ \| X_ i \| \geq n_ k \varepsilon/3^ j \bigr] < + \infty, \tag{i} \] \[ \sum^ \infty_{k=1} \left( n_ k^{-4} \sum^{n_ k}_{i=1} E \| X_ i \|^ 4I \bigl[ \| X_ i \|<n_ k \varepsilon \bigr] \right)^{2^ j} < \infty, \tag{ii} \] \[ \sum^ \infty_{k=1} \left( n_ k^{-4} \sum^{n_ k}_{m=2} E \| X_ m \|^ 2I \bigl[ \| X_ m \| < n_ k \varepsilon \bigr] \sum^{m-1}_{i=1} E \| X_ i \|^ 2I \bigl[ \| X_ i \| < n_ k \varepsilon \bigr] \right)^{2^ j} < + \infty, \tag{iii} \] then \[ \sum^ \infty_{k=1} P \bigl[ \| S_{n_ k} \| \geq n_ k \varepsilon \bigr] < \infty \] iff \(\| S_{n_ k}/n_ k \| \to 0\) in probability as \(k \to \infty\), where \(S_ n = \sum^ n_{i=1} X_ i\).
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complete convergence
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strong law of large numbers
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