scientific article; zbMATH DE number 1047995

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Publication:4348076





Different forms of negative dependence (ND) for random elements in real separable Banach space are considered and weak convergence results (such as weak law of large numbers) for ND random elements are presented. The major problem in consideration of ND is the possible absence of order relationship in a Banach space. A sequence of random elements \(V_n, n\geq 1,\) in a normed linear space \(B\) is said to be weakly negatively dependent if the random variables \(f(V_n), n\geq 1,\) are ND for each \(f\in B^{*}\), that is, \[ P(f(V_1)\leq x_1,\cdot ,f(V_n)\leq x_n)\leq \prod_{i=1} ^{n} P(f(V_i)\leq x_i), \] \[ P(f(V_1)>x_1,\cdot ,f(V_n)> x_n)\leq \prod_{i=1} ^{n} P(f(V_i)> x_i), \] \(x_1,\dots,x_n\in \mathbb{R}\): Let us present one of the theorems. Let \(\{V_{nk}, 1\leq k\leq n, n\geq 1\}\) be an array of random elements in separable Banach space which are uniformly compactly integrable and which are rowwise weakly ND. Then \(\frac {1}{n}\sum_{k=1}^{n}(V_{nk}-EV_{nk})\to 0\) in probability. For the entire collection see [Zbl 0866.00070].











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