On the convergence properties of measurable multifunctions with values in a separable Banach space

In this paper we prove some convergence theorems for Banach space valued multifunctions. First we consider the notion of weak convergence of sets and prove a weak completeness and a weak compactness result of the Dunford-Pettis type for weakly compact, convex valued integrable multifunctions. Then we consider set valued martingales and establish two convergence theorems. One using the Kuratowski-Mosco mode of convergence and for the other the Hausdorff mode.     

Strong Law of Large Numbers for Stationary Sequences of Random Upper Semicontinuous Functions

Abstract

The strong laws of large numbers with the convergence in the sense of the uniform Hausdorff metric for stationary sequences of random upper semicontinuous functions is established. This approach allows us to deduce many results on the convergence in uniform Hausdorff metric of random upper semicontinuous functions from the relevant results on real-valued random variables that appear as their support functions.     

A Multivalued Strong Law of Large Numbers

We prove a strong law of large numbers for random closed sets in a separable Banach space. It improves upon and unifies the laws of large numbers with convergence in the Wijsman, Mosco and slice topologies, without requiring extra assumptions on either the properties of the space or the kind of sets that can be taken on by the random set as values.     

Approximating stationary points of stochastic optimization problems in Banach space

In this paper, we present a uniform strong law of large numbers for random set-valued mappings in separable Banach space and apply it to analyze the sample average approximation of Clarke stationary points of a nonsmooth one stage stochastic minimization problem in separable Banach space. Moreover, under Hausdorff continuity, we show that with probability approaching one exponentially fast with the increase of sample size, the sample average of a convex compact set-valued mapping converges to its expected value uniformly. The result is used to establish exponential convergence of stationary sequence under some metric regularity conditions.     

<Emphasis Type="Italic">L</Emphasis><Superscript><Emphasis Type="Italic">r</Emphasis></Superscript> convergence for <Emphasis Type="Italic">B</Emphasis>-valued random elements

The paper investigates L ^p convergence and Marcinkiewicz-Zygmund strong laws of large numbers for random elements in a Banach space under the condition that the Banach space is of Rademacher type p, 1 < p < 2. The paper also discusses L ^r convergence and L ^r bound for random elements without any geometric restriction condition on the Banach space.     

A generalized strong law of large numbers

Strong laws of large numbers have been stated in the literature for measurable functions taking on values on different spaces. In this paper, a strong law of large numbers which generalizes some previous ones (like those for real-valued random variables and compact random sets) is established. This law is an example of a strong law of large numbers for Borel measurable nonseparably valued elements of a metric space. Received: 24 February 1998 / Revised version: 3 January 1999     

Convergence theorems for adapted sequences of random sets

We consider random sets with values in a separable Banach space. We study set-valued amarts, L¹-amarts, uniform amarts and submartingales. For all these classes of random sets, we prove convergence theorems in all main modes of set convergence (weak, Wijsman, Mosco, and Hausdorff). We also prove new convergence theorems for vector-valued subpramarts and pramarts.     

Complete convergence in mean for double arrays of random variables with values in Banach spaces

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.     

Subadditive ergodic theorems for random sets in infinite dimensions

We prove pointwise and mean versions of the subadditive ergodic theorem for superstationary families of compact, convex random subsets of a real Banach space, extending previously known results that were obtained in finite dimensions or with additional hypotheses on the random sets. We also show how the techniques can be used to obtain the strong law of large numbers for pairwise independent random sets, as well as results in the weak topology.     

Chung type strong laws for arrays of random elements and bootstrapping

Let {X_nk } be be an array of rowwise independent random elements in a separable Banach space. Chung type strong laws of large numbers are obtained under various moment conditions on the random elements and geometric type p, 1≤p≤2, conditions on the Banach space. Comparisons with existing results for arrays of random elements are provided to illustrate the strength of these results. The results can be directly applied to show the asymptotic validity of the bootstrap mean and variance for random functions     

$B$值独立随机元序列加权和的完全收敛性和强大数律

In this paper, we obtain theorems of complete convergence and strong laws of large numbers for weighted sums of sequences of independent random elements in a Banach space of type p （1 ≤ p ≤ 2）. The results improve and extend the corresponding results on real random variables obtained by [1] and [2].     

On complete convergence in mean for double sums of independent random elements in Banach spaces

Conditions are provided under which a normed double sum of independent random elements in a real separable Rademacher type p Banach space converges completely to 0 in mean of order p. These conditions for the complete convergence in mean of order p are shown to provide an exact characterization of Rademacher type p Banach spaces. In case the Banach space is not of Rademacher type p, it is proved that the complete convergence in mean of order p of a normed double sum implies a strong law of large numbers.     

On Almost Sure Behavior of Sums of Independent Banach Space Valued Random Variables

Levy's strong law of large numbers is extended to the Banach space and Chover type laws of the iterated logarithm are proved for random variables which do not necessarilly belong to the domain of normal attraction of a stable law. Also characterizations of Banach spaces in which conditions on the summands imply the above strong laws are given.     

A system of Markov processes with random lifetimes

Summary Let E be a locally compact Hausdorff space with a countable base, and suppose {x_n} is a countable collection of points in E. Particles enter E at the site x _n according to a Poisson process N _n (t). Upon entrance to E, a typical particle moves through the space, independently of all other particles, according to the transition law of a Markov process, until its death, which occurs at some random time D. We prove several limit theorems for various functional of this infinite particle system. In particular, laws of large numbers, and central limit theorems are proved for occupation times of relatively compact Borel sets.Supported in part by Arizona State University Grant-in-Aid     

Large deviations for sums of i.i.d. random compact sets

We prove a large deviation principle for Minkowski sums of i.i.d. random compact sets in a Banach space, that is, the analog of Cramér theorem for random compact sets.

     

The Law of Large Numbers and the Ito-Nisio Theorem for Vector Valued Random Fields

Strong convergence results are obtained for vector-valued random fields. Substantial development of Banach-valued random fields and summability results is needed to provide the framework for the major results since many plausible extensions fail for multi-indexed Banach-valued random variables. This development yields general convergence results for random fields in Banach spaces, including an Ito-Nisio theorem and strong laws of large numbers.     

New criterion of the approximation property

This paper is concerned with the approximation property which is an important property in Banach space theory. We show that a Banach space X has the approximation property if (and only if), for every Banach space Y, the set of finite rank operators from X to Y is dense in the corresponding space of compact operators, in the usual topology of uniform convergence on compact sets.     

Rates of convergence for the laws of large numbers for independent Banach-valued random variables

In this paper, results of Lai, Heyde, and Rohatgi concerning the convergence rates for the laws of large numbers are extended for the case of independent random variables taking values in a separable Banach space.     

A Stone-Weierstrass theorem for Banach function spaces satisfying a certain separation property

We consider a strong lattice property for a Banach function space B on a compact Hausdorff space, which gives a general Stone-Weierstrass theorem for B. We also study the relation of this theorem and its proof to a certain decomposition of an associated compactification, and to another lattice-like property.