More on complete convergence for arrays (Q2483856)

From MaRDI portal
scientific article
Language Label Description Also known as
English
More on complete convergence for arrays
scientific article

    Statements

    More on complete convergence for arrays (English)
    0 references
    0 references
    0 references
    0 references
    1 August 2005
    0 references
    The authors consider complete convergence theorems for triangular arrays of \(\{X_{ni}, i= 1,\dots, k_n\), \(n\geq 1\}\) of rowwise independent random variables. Let \(\{a_n, n\geq 1\}\) be a sequence of positive constants such that their partial sums diverge. Under appropriate and comparatively weak conditions expressed in terms of the tail probabilities \(P(|X_{ni}|> \varepsilon)\), the expectations and variances of the truncated random variables \(X_{ni}I(|X_{ni}|\leq\delta)\), it is proved that the sums \(\sum_{n\geq 1} a_n P(|\sum^{k_n}_{i=1} X_{ni}|> \varepsilon)\) are finite for any \(\varepsilon> 0\). This paper corrects an erroneous proof of \textit{T.-C. Hu}, \textit{D. Szynal} and \textit{A. I. Volodin} [Stat. Probab. Lett. 38, No. 1, 27--31 (1998); addendum ibid. 47, No. 2, 209--211 (2000; Zbl 0910.60017)]. It is mentioned that some of the results can be extended to triangular arrays of rowwise independent random elements taking values in a real separable Banach space.
    0 references
    complete convergence
    0 references
    triangular arrays
    0 references
    almost sure convergence
    0 references
    Rosenthal's inequality
    0 references
    Marcinkiewicz-Zygmund inequality
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references