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Strong Laws of Large Numbers for Double Sums of Banach Space Valued Random Elements
Authors:Parker  Robert  Rosalsky  Andrew
Institution:1.Department of Biostatistics, University of Florida, Gainesville, Florida 32611-7450, USA;2.Department of Statistics, University of Florida, Gainesville, Florida 32611-8545, USA
Abstract:For a double array {Vm,n, m≥1,n≥1} of independent, mean 0 random elements in a real separable Rademacher type p (1≤p≤ 2) Banach space and an increasing double array {bm,n, m≥1,n ≥ 1} of positive constants, the limit law max1≤km,1≤ln||Σ i=1k||Σ j=1l Vi,j||/bm,n → 0 a.c. and in Lp as mn → ∞ is shown to hold if Σm=1 Σn=1 E||Vm,n||p/bm,np < ∞. This strong law of large numbers provides a complete characterization of Rademacher type p Banach spaces. Results of this form are also established when 0<p≤1 where no independence or mean 0 conditions are placed on the random elements and without any geometric conditions placed on the underlying Banach space.
Keywords:Real separable Banach space  double array of independent random elements  strong law of large numbers  almost sure convergence  Rademacher type p Banach space  convergence in Lp  
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