Multidimensional matrix characterization of equivalent double sequences
The authors treat absolutely convergent double sequences. Using the notion ``Pringsheim convergence (A double sequence \(x=\{x_{k,\ell}\}_{k,\ell\in\mathbb N}\) has Pringsheim limit \(L\) if given \(\varepsilon>0\) there exists \(N\in\mathbb N\) such that \(| x_{k,\ell}-L| <\varepsilon \) for \(k,\ell>N\)), they introduce two notions: (1) ``asymptotically statistical equivalent for double sequences and (2) ``asymptotically statistical regular for a \(4\)-dimensional summability matrix \(A=\{a_{p,q,k,\ell}\}_{p,q,k,\ell\in\mathbb N}\). One of their results is: Let \(A\) be a nonnegative \(4\)-dimensional matrix mapping bounded Pringsheim limit \(0\) double sequences to bounded Pringsheim limit \(0\) double sequences. If the nonnegative convergent double sequences \(x,\,y\) are asymptotically statistical equivalent, and \(x\) has at most a finite number of columns and/or rows with zero entries, \(y_{k,\ell}\geq\delta\) for some \(\delta>0\), then \(\mu(Ax)=\{(\sup_{k,\ell>m,n}(Ax)_{k,\ell})_{m,n\in\mathbb N}\}\) and \(\mu(Ay)\) are asymptotically statistical equivalent.NEWLINENEWLINEThey discuss other implications and variations, and give a characterization for asymptotically statistical regular matrices.
- On the lacunary \((A,\phi)\)-statistical convergence of double sequences
- Characterization of asymptotic statistical equivalent double and single sequences
- P-asymptotically equivalent in probability
- A matrix charaterization of statistical convergence of double sequences
- Matrix characterization of \(A\)-statistical convergence of double sequences
- scientific article; zbMATH DE number 1029277 (Why is no real title available?)
- Multidimensional matrix characterization of asymptotic $\mathcal{I}_2$-equivalent and ideal for double sequences
- Asymptotic equivalence of double sequences
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