Complete convergence in mean for double arrays of random variables with values in Banach spaces.

DOI10.1007/S10492-014-0048-4MaRDI QIDQ464696zbMATH OpenOpenAlexFDO

Authors Ta Cong Son, Le Van Dung, Dang Hung Thang

Publication date 29 October 2014

Published in Applications of Mathematics (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10338.dmlcz/143628

zbMATH Keywords

\(p\)-uniformly smooth spacecomplete convergence in meandouble array of random variables with values in Banach spacemartingale difference double arraystrong law of large numbers

Mathematics Subject Classification ID

Probability theory on linear topological spaces (60B11) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) Strong limit theorems (60F15) (L^p)-limit theorems (60F25)

Review text

Let \(\mathbb{E}\) be a real separable Banach space with norm \(\|\cdot\|\) and \(\{X_n, n \geq 1\}\) be a sequence of random variables taking values in \(\mathbb{E}\). The sequence \(X_n\) is said to converge completely to \(0\) in mean of order \(p\) if \(\sum\limits_{n=1}^\infty \|X_n\|^p<\infty\). This mode of convergence was investigated for the first time by Chow for the sequence of real-valued random variables (see [\textit{Y. S. Chow}, Bull. Inst. Math., Acad. Sin. 16, No. 3, 177--201 (1988; Zbl 0655.60028)]) and by \textit{A. Rosalsky} et al. for the sequence of random variables taking values in a Banach space [Stochastic Anal. Appl. 24, No. 1, 23--35 (2006; Zbl 1087.60009)]. In this paper, the complete convergence in mean of order \(p\) to \(0\) of double arrays of random variables with values in \(\mathbb E\) is introduced and studied. The obtained results are used to prove some strong laws of large numbers for martingale difference double arrays of random variables taking values in Banach spaces.

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Cites work

• Abstract martingale convergence theorems
• scientific article; zbMATH DE number 4069930 (Why is no real title available?)
• Marcinkiewicz-Zygmund type law of large numbers for double arrays of random elements in Banach spaces
• Martingales with values in uniformly convex spaces
• On Complete Convergence in Mean of Normed Sums of Independent Random Elements in Banach Spaces
• Some general strong laws for weighted sums of stochastically dominated random variables
• The law of large numbers and the central limit theorem in Banach spaces

Cited in

(6)

• Complete moment convergence for m-ANA random variables and statistical applications
• MEAN CONVERGENCE THEOREMS AND WEAK LAWS OF LARGE NUMBERS FOR DOUBLE ARRAYS OF RANDOM ELEMENTS IN BANACH SPACES
• On Almost Sure and Mean Convergence of Normed Double Sums of Banach Space Valued Random Elements
• On complete convergence in mean for double sums of independent random elements in Banach spaces
• On complete convergence in mean for double sums of independent random elements in Banach spaces
• Maximal inequalities for normed double sums of random elements in martingale type p Banach spaces with applications to degenerate mean convergence of the maximum of normed sums

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