STRONG LAWS OF LARGE NUMBERS FOR ARRAYS OF ROWWISE INDEPENDENT RANDOM ELEMENTS

Let {X_(nk)} be an array of rowwise independent random elements in a separable Banach space of type p+δ with EX_(nk)=0 for all k, n. The complete convergence (and hence almost sure convergence) of n^(-1/p)∑_(k=1)^n X_(nk) to 0, 1≤p<2, is obtained when {X_(nk)} are uniformly bounded by a random varia...

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Veröffentlicht in:International Journal of Mathematics and Mathematical Sciences 1987, Vol.1987 (4), p.805-814
Hauptverfasser: Taylor, Robert Lee, Hu, Tien-Chung
Format: Artikel
Sprache:eng
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Zusammenfassung:Let {X_(nk)} be an array of rowwise independent random elements in a separable Banach space of type p+δ with EX_(nk)=0 for all k, n. The complete convergence (and hence almost sure convergence) of n^(-1/p)∑_(k=1)^n X_(nk) to 0, 1≤p<2, is obtained when {X_(nk)} are uniformly bounded by a random variable X with E|X|&(2p)<∞. When the array{X_(nk)} consists of i.i.d, random elements, then it is shown that n^(-1/p)∑_(k=1)^n X_(nk) converges completely to 0 if and only if E||‖X_(11)‖^(2p)<∞.
ISSN:0161-1712
1687-0425
DOI:10.1155/S0161171287000899