• Title/Summary/Keyword: Banach space valued random elements

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ON COMPLETE CONVERGENCE FOR ARRAYS OF ROWWISE INDEPENDENT RANDOM ELEMENTS

  • Sung Soo-Hak;Cabrera Manuel Ordonez;Hu Tien-Chung
    • Journal of the Korean Mathematical Society
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    • v.44 no.2
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    • pp.467-476
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    • 2007
  • A complete convergence theorem for arrays of rowwise independent random variables was proved by Sung, Volodin, and Hu [14]. In this paper, we extend this theorem to the Banach space without any geometric assumptions on the underlying Banach space. Our theorem also improves some known results from the literature.

On the Tail Series Laws of Large Numbers for Independent Random Elements in Banach Spaces (Banach 공간에서 독립인 확률요소들의 Tail 합에 대한 대수의 법칙에 대하여)

  • Nam Eun-Woo
    • The Journal of the Korea Contents Association
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    • v.6 no.5
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    • pp.29-34
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    • 2006
  • For the almost certainly convergent series $S_n=\sum_{i=1}^nV-i$ of independent random elements in Banach spaces, by investigating tail series laws of large numbers, the rate of convergence of the series $S_n$ to a random variable s is studied in this paper. More specifically, by studying the duality between the limiting behavior of the tail series $T_n=S-S_{n-1}=\sum_{i=n}^{\infty}V-i$ of random variables and that of Banach space valued random elements, an alternative way of proving a result of the previous work, which establishes the equivalence between the tail series weak law of large numbers and a limit law, is provided in a Banach space setting.

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COMPLETE CONVERGENCE FOR WEIGHTED SUMS OF RANDOM ELEMENTS

  • Sung, Soo-Hak
    • Bulletin of the Korean Mathematical Society
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    • v.47 no.2
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    • pp.369-383
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    • 2010
  • 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].

Review on the Limiting Behavior of Tail Series of Independent Summands

  • Nam, Eun-Woo
    • Proceedings of the Korean Statistical Society Conference
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    • 2005.05a
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    • pp.185-190
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    • 2005
  • For the almost certainly convergent series $S_n$ of independent random variables the limiting behavior of tail series ${T_n}{\equiv}S-S_{n-1}$ is reviewed. More specifically, tail series strong laws of large number and tail series weak laws of large numbers will be introduced, and their relationship will be investigated. Then, the relationship will also be extended to the case of Banach space valued random elements, by investigating the duality between the limiting behavior of the tail series of random variables and that of random elements.

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MEAN CONVERGENCE THEOREMS AND WEAK LAWS OF LARGE NUMBERS FOR DOUBLE ARRAYS OF RANDOM ELEMENTS IN BANACH SPACES

  • Dung, Le Van;Tien, Nguyen Duy
    • Bulletin of the Korean Mathematical Society
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    • v.47 no.3
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    • pp.467-482
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    • 2010
  • For a double array of random elements {$V_{mn};m{\geq}1,\;n{\geq}1$} in a real separable Banach space, some mean convergence theorems and weak laws of large numbers are established. For the mean convergence results, conditions are provided under which $k_{mn}^{-\frac{1}{r}}\sum{{u_m}\atop{i=1}}\sum{{u_n}\atop{i=1}}(V_{ij}-E(V_{ij}|F_{ij})){\rightarrow}0$ in $L_r$ (0 < r < 2). The weak law results provide conditions for $k_{mn}^{-\frac{1}{r}}\sum{{T_m}\atop{i=1}}\sum{{\tau}_n\atop{j=1}}(V_{ij}-E(V_{ij}|F_{ij})){\rightarrow}0$ in probability where {$T_m;m\;{\geq}1$} and {${\tau}_n;n\;{\geq}1$} are sequences of positive integer-valued random variables, {$k_{mn};m{{\geq}}1,\;n{\geq}1$} is an array of positive integers. The sharpness of the results is illustrated by examples.