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Title: Complete convergence in mean for double arrays of random variables with values in Banach spaces (English)
Author: Son, Ta Cong
Author: Thang, Dang Hung
Author: Dung, Le Van
Language: English
Journal: Applications of Mathematics
ISSN: 0862-7940 (print)
ISSN: 1572-9109 (online)
Volume: 59
Issue: 2
Year: 2014
Pages: 177-190
Summary lang: English
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Category: math
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Summary: The rate of moment convergence of sample sums was investigated by Chow (1988) (in case of real-valued random variables). In 2006, Rosalsky et al. introduced and investigated this concept for case random variable with Banach-valued (called complete convergence in mean of order $p$). In this paper, we give some new results of complete convergence in mean of order $p$ and its applications to strong laws of large numbers for double arrays of random variables taking values in Banach spaces. (English)
Keyword: complete convergence in mean
Keyword: double array of random variables with values in Banach space
Keyword: martingale difference double array
Keyword: strong law of large numbers
Keyword: $p$-uniformly smooth space
MSC: 60B11
MSC: 60B12
MSC: 60F15
MSC: 60F25
idZBL: Zbl 06362220
idMR: MR3183471
DOI: 10.1007/s10492-014-0048-4
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Date available: 2014-03-20T08:19:59Z
Last updated: 2020-07-02
Stable URL: http://hdl.handle.net/10338.dmlcz/143628
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Reference: [1] Adler, A., Rosalsky, A.: Some general strong laws for weighted sums of stochastically dominated random variables.Stochastic Anal. Appl. 5 (1987), 1-16. Zbl 0617.60028, MR 0882694, 10.1080/07362998708809104
Reference: [2] Chow, Y. S.: On the rate of moment convergence of sample sums and extremes.Bull. Inst. Math., Acad. Sin. 16 (1988), 177-201. Zbl 0655.60028, MR 1089491
Reference: [3] Dung, L. V., Ngamkham, T., Tien, N. D., Volodin, A. I.: Marcinkiewicz-Zygmund type law of large numbers for double arrays of random elements in Banach spaces.Lobachevskii J. Math. 30 (2009), 337-346. Zbl 1227.60008, MR 2587856, 10.1134/S1995080209040118
Reference: [4] Hoffmann-Jørgensen, J., Pisier, G.: The law of large numbers and the central limit theorem in Banach spaces.Ann. Probab. 4 (1976), 587-599. Zbl 0368.60022, MR 0423451, 10.1214/aop/1176996029
Reference: [5] Pisier, G.: Martingales with values in uniformly convex spaces.Isr. J. Math. 20 (1975), 326-350. Zbl 0344.46030, MR 0394135, 10.1007/BF02760337
Reference: [6] Rosalsky, A., Thanh, L. V., Volodin, A. I.: On complete convergence in mean of normed sums of independent random elements in Banach spaces.Stochastic Anal. Appl. 24 (2006), 23-35. Zbl 1087.60009, MR 2198535, 10.1080/07362990500397319
Reference: [7] Scalora, F. S.: Abstract martingale convergence theorems.Pac. J. Math. 11 (1961), 347-374. Zbl 0114.07702, MR 0123356, 10.2140/pjm.1961.11.347
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