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Some strong laws of large numbers for blockwise martingale difference sequences in martingale type p Banach spaces
Authors:Andrew Rosalsky  Le Van Thanh
Affiliation:1. Department of Statistics, University of Florida, Gainesville, Florida, 32611, USA
2. Department of Mathematics, Vinh University, Nghe An, 42118, Vietnam
Abstract:For a blockwise martingale difference sequence of random elements {V n , n ≥ 1} taking values in a real separable martingale type p (1 ≤ p ≤ 2) Banach space, conditions are provided for strong laws of large numbers of the form $lim _{n to infty } sumnolimits_{i = 1}^n {V_i /g_n = 0}$ almost surely to hold where the constants g n ↑ ∞. A result of Hall and Heyde [Martingale Limit Theory and Its Application, Academic Press, New York, 1980, p. 36] which was obtained for sequences of random variables is extended to a martingale type p (1 < p ≤ 2) Banach space setting and to hold with a Marcinkiewicz-Zygmund type normalization. Illustrative examples and counterexamples are provided.
Keywords:Sequence of Banach space valued random elements   blockwise martingale difference sequence   strong law of large numbers   almost sure convergence   martingale type p Banach space
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