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COMPLETE CONVERGENCE FOR WEIGHTED SUMS OF RANDOM ELEMENTS

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초록

We obtain a result on complete convergence of weighted sums for arrays of rowwise independent Banach space valued random elements. No assumptions are given on the geometry of the underlying Banach space. The result generalizes the main results of Ahmed et al. [1], Chen et al. [2], and Volodin et al. [14].

Abstract

We obtain a result on complete convergence of weighted sums for arrays of rowwise independent Banach space valued random elements. No assumptions are given on the geometry of the underlying Banach space. The result generalizes the main results of Ahmed et al. [1], Chen et al. [2], and Volodin et al. [14].

참고문헌 (15)

  1. S. E. Ahmed, "On the rate of complete convergence for weighted sums of arrays of Banach space valued random elements with application to moving average processes", Statist. Probab. Lett., 58(2), pp.185~194 (2002)
  2. P. Chen, "Rate of complete convergence for arrays of Banach space valued random elements", Siberian Adv. Math., 16(3), pp.1~14 (2006)
  3. A. de Acosta, "Inequalities for B-valued random vectors with applications to the strong law of large numbers", Ann. Probab., 9(1), pp.157~161 (1981)
  4. P. L. Hsu, "Complete convergence and the law of large numbers", Proc. Nat. Acad. Sci. U. S. A., 33, pp.25~31 (1947)
  5. T.-C. Hu, "On the rate of complete convergence for weighted sums of arrays of Banach space valued random elements", Teor. Veroyatnost. i Primenen., 47(3), pp.533~547 (2003)
  6. T.-C. Hu, "On complete convergence for arrays of rowwise independent random elements in Banach spaces", Stochastic Anal. Appl., 17(6), pp.963~992 (1999)
  7. A. Kuczmaszewska, "On complete convergence in a Banach space", Internat. J. Math. Math. Sci., 17(1), pp.1~14 (1994)
  8. J. Kuelbs, "Some stability results for vector valued random variables", Ann. Probab., 7(1), pp.75~84 (1979)
  9. M. Ledoux, "Probability in Banach Spaces" (1991), Springer-Verlag
  10. S. H. Sung, "Complete convergence for weighted sums of arrays of rowwise independent B-valued random variables", Stochastic Anal. Appl., 15(2), pp.255~267 (1997)
  11. S. H. Sung, "Complete convergence for weighted sums of random variables", Statist. Probab. Lett., 77(3), pp.303~311 (2007)
  12. 성수학, "On complete convergence for arrays of rowwise independent random elements", 대한수학회지, 44(2), pp.467~476 (2007), 대한수학회
  13. 성수학, "On the rate of complete convergence for weighted sums of arrays of random elements", 대한수학회지, 43(4), pp.815~828 (2006), 대한수학회
  14. A. Volodin, "A note on the rate of complete convergence for weighted sums of arrays of Banach space valued random elements", Lobachevskii J. Math., 15, pp.21~33 (2004)
  15. X. Wang, "Convergence rates on strong laws of large numbers for arrays of rowwise independent elements", Stochastic Anal. Appl., 11(1), pp.115~132 (1993)

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