On the laws of large numbers for double arrays of independent random elements in Banach spaces

For a double array of independent random elements {Vmn,m ≥ 1,n ≥ 1} in a real separable Banach space,conditions are provided under which the weak and strong laws of large numbers for the double sums mi=1 nj=1Vij,m ≥ 1,n ≥ 1 are equivalent.Both the identically distributed and the nonidentically distributed cases are treated.In the main theorems,no assumptions are made concerning the geometry of the underlying Banach space.These theorems are applied to obtain Kolmogorov,Brunk–Chung,and Marcinkiewicz–Zygmund type strong laws of large numbers for double sums in Rademacher type p(1 ≤ p ≤ 2) Banach spaces.     

Convergence in the pth-mean and some Weak Laws of Large Numbers for weighted sums of random elements in separable normed linear spaces

Theorem. Let X_n, n ≥ 1, be a sequence of tight random elements taking values in a separable Banach space B such that |X_n|, n ≥ 1, is uniformly integrable. Let a_nk, n ≥ 1, k ≥ 1, be a double array of real numbers satisfying Σ_{k ≥ 1} |a_nk| ≤ Γ for every n ≥ 1 for some positive constant Γ. Then Σ_{k ≥ 1}a_nkX_k, n ≥ 1, converges to 0 in probability if and only if Σ_{k ≥ 1}a_nkf(X_k), n ≥ 1, converges to 0 in probability for every f in the dual space B¹.     

Weak Laws with Random Indices for Arrays of Random Elements in Rademacher Type p Banach Spaces

For a sequence of constants {a _n,n1}, an array of rowwise independent and stochastically dominated random elements { V _nj, j1, n1} in a real separable Rademacher type p (1p2) Banach space, and a sequence of positive integer-valued random variables {T _n, n1}, a general weak law of large numbers of the form is established where {c _nj, j1, n1}, _n , b _n are suitable sequences. Some related results are also presented. No assumption is made concerning the existence of expected values or absolute moments of the {V _nj, j1, n1}. Illustrative examples include one wherein the strong law of large numbers fails.     

Stochastic convergence of weighted sums in normed linear spaces

Let X be a (real) separable Banach space, let {V_k} be a sequence of random elements in X, and let {a_nk} be a double array of real numbers such that lim_n→∞ a_nk = 0 for all k and Σ^∞_k=1 |a_nk| ≤ 1 for all n. Define S_n = Σⁿ_k=1 a_nk(V_k − EV_k). The convergence of {S_n} to zero in probability is proved under conditions on the coordinates of a Schauder basis or on the dual space of X and conditions on the distributions of {V_k}. Convergence with probability one for {S_n} is proved for separable normed linear spaces which satisfy Beck's convexity condition with additional restrictions on {a_nk} but without distribution conditions for the random elements {V_k}. Finally, examples of arrays {a_nk}, spaces, and applications of these results are considered.     

Convergence of weighted sums of tight random elements

Convergence of weighted sums of tight random elements {V_n} (in a separable Banach space) which have zero expected values and uniformly bounded rth moments (r > 1) is obtained. In particular, if {a_nk} is a Toeplitz sequence of real numbers, then | Σ_k=1^∞a_nkf(V_k)| → 0 in probability for each continuous linear functional f if and only if 6Σ_k=1^∞a_nkV_k 6→ 0 in probability. When the random elements are independent and max_{1≤k≤n | ank | = $\text{O}$(n^?8)} for some $\text{0 <}\text{1}\text{s}\text{< r ? 1}$, then |Σ_k=1^∞a_nkV_k 6→ 0 with probability 1. These results yield laws of large numbers without assuming geometric conditions on the Banach space. Finally, these results can be extended to random elements in certain Fréchet spaces.     

Strong Laws of Large Numbers for Double Sums of Banach Space Valued Random Elements

For a double array {V_(m,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 {b_(m,n), m ≥1, n ≥ 1} of positive constants, the limit law ■ and in L_p as m∨n→∞ is shown to hold if ■ 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.     

ON THE STRONG LAW OF LARGE NUMBERS FOR SUMS OF INDEPENDENT BANACH SPACE VALUED RANDOM ELEMENTS

For a sequence of independent random elements {V _n ,n≥1} in a real separable Banach space X, necessary and, separately, sufficient conditions are provided for the strong law of large numbers ∑ _i=1 ⁿ (V _i ?c _i )/b _n →0 almost certainly to hold where {c _n ,n≥1} and {b _n >0,n≥1} are suitable sequences of centering elements in X and norming constants, respectively. The necessity result extends a real line result of Martikainen[14] Martikainen, A.I. 1979. On Necessary and Sufficient Conditions for the Strong Law of Large Numbers. Teor. Veroyatnost. i Primen., 24: 814–820. (English translation in Theory Probabl. Appl., 24 (1979) 820–823) [Google Scholar] to a Banach space setting. The sufficiency result assumes that X is of Rademacher type p (1≤p≤2) and is new even when X is the real line. It is general enough to include as special cases a strong law of Adler, Rosalsky, and Taylor[2] Adler, A., Rosalsky, A. and Taylor, R.L. 1989. Strong Laws of Large Numbers for Weighted Sums of Random Elements in Normed Linear Spaces. Int. J. Math. Math. Sci., 12: 507–530. [Crossref] , [Google Scholar] for sums of independent and identically distributed random elements and a strong law of Heyde[9] Heyde, C.C. 1968. On almost sure convergence for sums of independent random variables. Sankhya¯ Ser. A, 30: 353–358.  [Google Scholar] for sums of independent (real-valued) random variables. Illustrative examples are provided showing that the results are sharp and an example is presented satisfying the hypotheses of the sufficiency result but not those of Heyde's[9] Heyde, C.C. 1968. On almost sure convergence for sums of independent random variables. Sankhya¯ Ser. A, 30: 353–358.  [Google Scholar] theorem.     

Limit theorems for weighted sums of random elements in separable Banach spaces

Let a_nk, n ≥ 1, k ≥ 1, be a double array of real numbers and let V_n, n ≥ 1, be a sequence of random elements taking values in a separable Banach space. In this paper, we examine under what conditions the sequence Σ_k≥1a_nkV_k, n ≥ 1, has a limit either in probability or almost surely.     

Convergence of weighted sums of random elements in D[0, 1]

Convergence in probability for Toeplitz weighted sums is obtained for convex tight random elements in D[0, 1] under pointwise conditions. The almost sure convergence of the weighted sums is proved for independent, convex tight random elements and for independent, identically distributed random elements. Special techniques and concepts are developed in order to obtain these results in the Skorohod topology of D[0, 1].     

A strong law for weighted sums of i.i.d. random variables

A strong law is proved for weighted sumsS _n=a _in X _i whereX _i are i.i.d. and {a _in} is an array of constants. When sup(n ^–1|a _in | ^q )^1/q <, 1<q andX _i are mean zero, we showE|X| ^p <,p ^l+q ^–1=1 impliesS _n /n 0. Whenq= this reduces to a result of Choi and Sung who showed that when the {a _in} are uniformly bounded,EX=0 andE|X|< impliesS _n /n 0. The result is also true whenq=1 under the additional assumption that lim sup |a _in |n ^–1 logn=0. Extensions to more general normalizing sequences are also given. In particular we show that when the {a _in} are uniformly bounded,E|X|^1/< impliesS _n /n 0 for >1, but this is not true in general for 1/2<<1, even when theX _i are symmetric. In that case the additional assumption that (x ^1/ log^1/–1 x)P(|X|x)0 asx provides necessary and sufficient conditions for this to hold for all (fixed) uniformly bounded arrays {a _in}.     

A Complete Convergence Theorem for Row Sums from Arrays of Rowwise Independent Random Elements in Rademacher Type p Banach Spaces

We extend in several directions a complete convergence theorem for row sums from an array of rowwise independent random variables obtained by Sung, Volodin, and Hu [8 Sung , S.H. , Volodin , A.I. , and Hu , T.-C. ( 2005 ). More on complete convergence for arrays. Statist. Probab. Lett. 71:303–311.  [Google Scholar]] to an array of rowwise independent random elements taking values in a real separable Rademacher type p Banach space. An example is presented which illustrates that our result extends the Sung, Volodin, and Hu result even for the random variable case.     

Strong convergence of weighted sums of random elements through the equivalence of sequences of distributions

The equivalence of sequences of probability measures jointly with the extension of Skorohod's representation theorem due to Blackwell and Dubins is used to obtain strong convergence of weighted sums of random elements in a separable Banach space. Our results include most of the known work on this topic without geometric restrictions on the space. The simple technique developed gives a unified method to extend results on this topic for real random variables to Banach-valued random elements. This technique is also applied to the proof of strong convergence of some statistical functionals.     

B值随机元阵列的矩完全收敛性

在随机元阵列随机有界于某非负随机变量的条件下,得到了B值行独立的随机元阵列的矩完全收敛性的一些充分条件.同时研究了p型Banach空间中行独立的随机元阵列的矩完全收敛性.     

On the (p,q)$(p,q)$-type strong law of large numbers for sequences of independent random variables

Li, Qi, and Rosalsky (Trans. Amer. Math. Soc., 368 (2016), no. 1, 539–561) introduced a refinement of the Marcinkiewicz–Zygmund strong law of large numbers (SLLN), the so-called $(p,q)$-type SLLN, where and $q>0$. They obtained sets of necessary and sufficient conditions for this new type SLLN for two cases: , $q>p$, and . Results for the case where and remain open problems. This paper gives a complete solution to these problems. We consider random variables taking values in a real separable Banach space $\mathbf{B}$, but the results are new even when $\mathbf{B}$ is the real line. Furthermore, the conditions for a sequence of random variables $\left\{X_n,n\ge 1\right\}$ satisfying the $(p,q)$-type SLLN are shown to provide an exact characterization of stable type p Banach spaces.