Law of large numbers in a Banach space (Q791962)
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English | Law of large numbers in a Banach space |
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Law of large numbers in a Banach space (English)
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1983
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It is well known that the law of large numbers (LLN) holds in its classical form for random variables taking values in a Banach space of type r, \(1\leq r<2\). The author presents sufficient conditions for the LLN to hold in a certain relatively wide class of Banach spaces. This class contains spaces of cotype r, \(1\leq r<2\), in the sense of \textit{D. Kh. Mushtari} [Teor. Veroyatn. Primen. 25, 105-118 (1980; Zbl 0441.60007); English translation in Theory Probab. Appl. 25, 105-117 (1980)] and is defined via some properties of stable distributions.
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law of large numbers
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stable distribution
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