Matrix maps of statistically convergent sequences
Let \(B=(b_{nk})_{n,k\geq 0}\) be an infinite matrix. For a complex sequence \(x=(x_k)_{k=0}^\infty\), let \(Bx=\{(Bx)_n\}_{n=0}^\infty\) provided \((Bx)_n=\sum_{k=0}^\infty b_{nk}x_k\) converges for each \(n=0,1,\dots\). This defines a linear operator between two suitable sequence spaces \(X\) and \(Y\). By \((X,Y)\) denote the set of all matrices \(B\) such that \(Bx\) is well-defined for all \(x\in X\) and \(Bx\in Y\). Let \(c\) stand for the space of all convergent sequences. The classical result of Toeplitz and Schur gives a characterization of so-called regular matrices, that is matrices from \((c,c)\).NEWLINENEWLINEThe authors give a sufficient conditions for a matrix \(B\) to be in \((X,Y)\) where \(X\in\{\ell^\infty, st_A\cap\ell^\infty, st_A^0\cap\ell^\infty\}\) and \(Y\in\{st_D, st_D^0\}\), \(A\) and \(D\) are regular matrices, \(st_A\) and \(st_A^0\) are spaces of all sequences which are \(A\)-statistically convergent and \(A\)-statistically convergent to zero, respectively. The statistical extension of the Toeplitz-Schur theorem is also established, namely the characterization of matrices from \((st_A\cap\ell^\infty,st_D)\).
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