Title:
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Complete convergence in mean for double arrays of random variables with values in Banach spaces (English) |
Author:
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Son, Ta Cong |
Author:
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Thang, Dang Hung |
Author:
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Dung, Le Van |
Language:
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English |
Journal:
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Applications of Mathematics |
ISSN:
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0862-7940 (print) |
ISSN:
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1572-9109 (online) |
Volume:
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59 |
Issue:
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2 |
Year:
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2014 |
Pages:
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177-190 |
Summary lang:
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English |
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Category:
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math |
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Summary:
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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:
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complete convergence in mean |
Keyword:
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double array of random variables with values in Banach space |
Keyword:
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martingale difference double array |
Keyword:
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strong law of large numbers |
Keyword:
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$p$-uniformly smooth space |
MSC:
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60B11 |
MSC:
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60B12 |
MSC:
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60F15 |
MSC:
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60F25 |
idZBL:
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Zbl 06362220 |
idMR:
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MR3183471 |
DOI:
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10.1007/s10492-014-0048-4 |
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Date available:
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2014-03-20T08:19:59Z |
Last updated:
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2020-07-02 |
Stable URL:
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http://hdl.handle.net/10338.dmlcz/143628 |
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Reference:
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[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:
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[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:
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[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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