On complete convergence in mean for double sums of independent random elements in Banach spaces

Lobachevskii Journal of Mathematics - Tập 38 - Trang 177-191 - 2017
R. Parker, A. Rosalsky1
1Department of Statistics, University of Florida, Gainesville, USA

Tóm tắt

For a double array of random elements {T m,n , m ≥ 1, n ≥ 1} in a real separable Banach space X, we study the notion of T m,n converging completely to 0 in mean of order p where p is a positive constant. This notion is stronger than (i) T m,n converging completely to 0 and (ii) T m,n converging to 0 in mean of order p as max{m, n} →∞. When X is of Rademacher type p (1 ≤ p ≤ 2), for a double array of independent mean 0 random elements {V m,n , m ≥ 1, n ≥ 1} in X and a double array of constants {b m,n , m ≥ 1, n ≥ 1}, conditions are provided under which max1≤k≤m,1≤l≤n||Ʃi=1 kƩj=1 l V i,j||/b m,n converges completely to 0 in mean of order p. Moreover, these conditions are shown to provide an exact characterization of Rademacher type p (1 ≤ p ≤ 2) Banach spaces. Illustrative examples are provided.

Tài liệu tham khảo

A. Rosalsky, L. V. Thanh, and A. Volodin, “On complete convergence inmean of normed sums of independent random elements in Banach spaces,” Stoch. Anal. Appl. 24, 23–35 (2006). Y. S. Chow, “On the rate ofmoment convergence of sample sums and extremes,” Bull. Inst. Math. Acad. Sin. 16, 177–201 (1988). R. L. Taylor, Stochastic Convergence of Weighted Sums of Random Elements in Linear Spaces, Lect. Notes Math. 672 (1978). K. Itô and M. Nisio, “On the convergence of sums of independent Banach space valued random variables,” Osaka J. Math. 5, 35–48 (1968). J. Hoffman-Jørgensen and G. Pisier, “The law of large numbers and the central limit theorem in Banach spaces,” Ann. Probab. 4, 587–599 (1976). O. Klesov, Limit Theorems for Multi-Indexed Sums of Random Variables (Springer, Berlin, 2014). A. Rosalsky and L. V. Thanh, “Strong and weak laws of large numbers for double sums of independent random elements in Rademacher type p Banach spaces,” Stoch. Anal. Appl. 24, 1097–1117 (2006). W. A. Woyczyński, “Geometry and martingales in Banach spaces. Part II: Independent increments,” in Probability on Banach Spaces, Ed. by J. Kuelbs and P. Ney, Vol. 4 of Advances in Probability and Related Topics (Marcel Dekker, New York, 1978), pp. 267–517. A. Rosalsky, L. V. Thanh, and N. T. Thuy, “On the laws of large numbers for double arrays of independent random elements in Banach spaces,” ActaMath. Sin. (Engl. Ser.) 8, 1353–1364 (2014). A. Rosalsky and L. V. Thanh, “On almost sure and mean convergence of normed double sums of Banach space valued random elements,” Stoch. Anal. Appl. 25, 895–911 (2007). M. J. Wichura, “Inequalities with applications to the weak convergence of random processes with multidimensional time parameters,” Ann.Math. Stat. 40, 681–687 (1969). T. C. Son, D. H. Thang, and L. V. Dung, “Complete convergence in mean for double arrays of random variables with values in Banach spaces,” Appl. Math. 59, 177–190 (2014). A. Adler and A. Rosalsky, “Some general strong laws for weighted sums of stochastically dominated random variables,” Stoch. Anal. Appl. 5, 1–16 (1987). J. Kuelbs and J. Zinn, “Some stability results for vector valued random variables,” Ann. Probab. 7, 75–84 (1979). J. Li and Z.-C. Hu, “Toeplitz lemma, complete convergence and complete moment convergence,” Comm. Stat. TheoryMethods 46, 1731–1743 (2017).