Let {Xn; n ~>1} be a sequence of independent real-valued random variables and {a~,k; k/> l,n >~1} an infinite matrix of real numbers with supn/an, k[ <~, k ~> 1. We provide some very general conditions which guarantee that E sup an, kXk < cx~ \ " I\*:L I/ for some p >0. This result is used to establ
On some properties of the Cesàro limit of a stochastic matrix
✍ Scribed by Dieter Spreen
- Publisher
- Elsevier Science
- Year
- 1981
- Tongue
- English
- Weight
- 679 KB
- Volume
- 41
- Category
- Article
- ISSN
- 0024-3795
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📜 SIMILAR VOLUMES
This paper deals with the CesaÁ ro means of conjugate Jacobi series introduced by Muckenhoupt and Stein and Li. The exact estimates of the norms of the conjugate (C, $) kernel for 0 $ :+ 1 2 are obtained. It is proved that when $>:+ 1 2 , the (C, $) means of the conjugate Jacobi expansion of a funct
Let O O be the ring of integers in a local field K. We solve an open problem due Ž to M. H. Taibleson 1975, ''Math. Notes,'' Vol. 15, Princeton Univ. Press, Prince-. 1 Ž . ton, NJ : Suppose f g L O O . Does the Cesaro means of f converge to f almost `Ž p p . everywhere if K has characteristic zero?