A matrix charaterization of statistical convergence of double sequences
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Publication:3526487
zbMATH Open1154.40006MaRDI QIDQ3526487FDOQ3526487
Authors: Leila Miller-Van Wieren, Harry I. Miller 
Publication date: 25 September 2008
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Cited In (14)
- Matrix characterization of \(A\)-statistical convergence of double sequences
- Characterization of asymptotic statistical equivalent double and single sequences
- A matrix characterisation of Cesàro \(C,_{1.1}\)-statistically convergent double sequences
- Applications of fractional difference operators for new version of Brudno-Mazur Orlicz bounded consistency theorem
- An interesting example concerning convergence of double sequences
- Matrix summability of statistically P-convergence sequences
- Matrix characterization of \(P\)-limit theorems and complete \(P\)-convergence
- On conservative matrix methods for double sequence spaces
- A new definition of convergence of a double sequence and a double series and Silverman-Toeplitz theorem
- Multidimensional matrix characterization of equivalent double sequences
- Characterization, parity, and power sequences of locally finite doubly stochastic matrices
- Almost strongly Orlicz double sequence spaces of regular matrices and their applications to statistical convergence
- On statistical acceleration convergence of double sequences
- Almost convergence and double sequential band matrix
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