A note on the rate of complete convergence for weighted sums of arrays of Banach space valued random elements (Q1888629)
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English | A note on the rate of complete convergence for weighted sums of arrays of Banach space valued random elements |
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A note on the rate of complete convergence for weighted sums of arrays of Banach space valued random elements (English)
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26 November 2004
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The concept of complete convergence was introduced by \textit{P. L. Hsu} and \textit{H. Robbins} [Proc. Natl. Acad. Sci. USA 33, 25--31 (1947; Zbl 0030.20101)]. They proved that the sequence of arithmetic means of i.i.d. random variables converges completely to the expected value if the variance of the summands is finite. This result has been generalized and extended in several directions, see e.g. \textit{W. E. Pruitt} [J. Math. Mech. 15, 769--776 (1966; Zbl 0158.36403)], \textit{V. K. Rohatgi} [Proc. Camb. Philos. Soc. 69, 305--307 (1971; Zbl 0209.20004)], \textit{T.-C. Hu}, \textit{F. Móricz} and \textit{R. L. Taylor} [Acta Math. Hung. 54, No. 1/2, 153--162 (1989; Zbl 0685.60032)], \textit{A. Gut} [Period. Math. Hung. 25, No. 1, 51--75 (1992; Zbl 0760.60029)], \textit{X. Wang}, \textit{M. B. Rao} and \textit{X. Yang} [Stochastic Anal. Appl. 11, No. 1, 115--132 (1993; Zbl 0764.60037)], \textit{A. Kuczmaszewska} and \textit{D. Szynal} [Int. J. Math. Math. Sci. 17, No. 1, 1--14 (1994; Zbl 0798.60006)], \textit{S. H. Sung} [Stochastic Anal. Appl. 15, No. 2, 255--267 (1997; Zbl 0902.60011)], \textit{T.-C. Hu}, \textit{A. Rosalsky}, \textit{D. Szynal} and \textit{A. I. Volodin} [ibid. 17, No. 6, 963--992 (1999; Zbl 0940.60032)], \textit{T.-C. Hu}, \textit{D. Li}, \textit{A. Rosalsky} and \textit{A. I. Volodin} [Theory Probab. Appl. 47, No. 3, 455--468 (2002) and Teor. Veroyatn. Primen. 47, No. 3 (2002; Zbl 1035.60004)], \textit{S. E. Ahmed}, \textit{R. G. Antonini} and \textit{A. Volodin} [Stat. Probab. Lett. 58, No. 2, 185--194 (2002; Zbl 1017.60013)]. In the present paper complete convergence results for arrays of rowwise independent Banach space valued random elements are obtained. In the main result no assumptions are made concerning the geometry of the underlying Banach space. As corollaries results on complete convergence in stable type \(p\) Banach spaces are obtained.
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array of Banach space valued random elements
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stable type \(p\) Banach space
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rowwise independence
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weighted sums
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complete convergence
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rate of convergence
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almost sure convergence
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convergence in probability
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