On the weak law for randomly indexed partial sums for arrays of random elements in martingale type p Banach spaces
✍ Scribed by Dug Hun Hong; Manuel Ordóñez Cabrera; Soo Hak Sung; Andrei I. Volodin
- Publisher
- Elsevier Science
- Year
- 2000
- Tongue
- English
- Weight
- 104 KB
- Volume
- 46
- Category
- Article
- ISSN
- 0167-7152
No coin nor oath required. For personal study only.
✦ Synopsis
For weighted randomly indexed sums of the form Nn j = 1 anj(Vnj -cnj) where {anj; j¿1; n¿1} are constants, {Vnj; j¿1; n¿1} are random elements in a real separable martingale type p Banach space, {Nn; n¿1} are positive integer-valued random variables, and {cnj; j¿1; n¿1} are suitable conditional expectations, a general weak law of large numbers is established. No conditions are imposed on the joint distributions of the {Vnj; j¿1; n¿1}. Also, no conditions are imposed on the joint distributions of {Nn; n¿1}. Moreover, no conditions are imposed on the joint distributions of {Nn; n¿1}. Moreover, no conditions are imposed on the joint distribution of the sequence {Vnj; j¿1; n¿1} and the sequence {Nn; n¿1}. The weak law is proved under a Ces aro type condition. The sharpness of the results is illustrated by an example. The current work extends that of Gut
📜 SIMILAR VOLUMES
For weighted sums of the form Sn = Ejknl anj (Vnj--Cnj) where {anj, 1 <<.j<~kn < oo, n~> 1} are constants, {V~j, 1 <~j<~k~, n>~l} are random elements in a real separable martingale type p Banach space, and {cnj, 1 <<.j<~kn, n>>-1} are suitable conditional expectations, a mean convergence theorem and
For a sequence of Banach space valued random elements {Vn; n¿1} (which are not necessarily independent) with the series ∞ n = 1 Vn converging unconditionally in probability and an inÿnite array a = {ani; i¿n; n¿1} of constants, conditions are given under which (i) for all n¿1, the sequence of weight