Central limit theorems for weighted sums of exchangeable random elements in banach spaces
A generalization of a central limit theorem for martingale difference arrays due to D. L. McLeish is obtained for random elements in a separable Banach space E. This result, with a technique of N. C. Weber, is used to obtain a weak convergence theorem for weighted sums of a row-wise exchangeable arr...
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Veröffentlicht in: | Stochastic analysis and applications 1984-01, Vol.2 (3), p.229-244 |
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Format: | Artikel |
Sprache: | eng |
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Zusammenfassung: | A generalization of a central limit theorem for martingale difference arrays due to D. L. McLeish is obtained for random elements in a separable Banach space E. This result, with a technique of N. C. Weber, is used to obtain a weak convergence theorem for weighted sums
of a row-wise exchangeable array (X
nk
) of random elements in a Banach space E which is uniformly 2-smooth. Corollaries include a central limit theorem for weighted sums
of an exchangeable sequence (X
k
), and several weak laws of large numbers for such weighted sums |
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ISSN: | 0736-2994 1532-9356 |
DOI: | 10.1080/07362998408809035 |