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 Martikainen14] 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 Taylor2] 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 Heyde9] 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's9] Heyde, C.C. 1968. On almost sure convergence for sums of independent random variables. Sankhya¯ Ser. A, 30: 353–358.  Google Scholar] theorem.