首页 | 本学科首页   官方微博 | 高级检索  
     检索      


An infinite-dimensional law of large numbers in Cesaro's sense
Authors:Bernard Heinkel
Institution:1. Département de Mathématique, Université de Strasbourg, 7, rue René Descartes, 67084, Strasbourg, France
Abstract:Let (X k) k≥0 be a sequence of independent copies of a random variableX taking its values in a real separable Banach space (B, ¦ ¦). For every real number β>?1 one defines the following coefficients: $$A_0^\beta = 1, A_1^\beta = \beta + 1,..., A_k^\beta = (\beta + 1) \cdots (\beta + k)/k!,...$$ It is shown that for all α∈]0, 1 the sequenceV n =(1/A n α )∑0?k?n A n?k α?1 X k converges almost surely toE(X) if and only if ‖X1/α is integrable. This extends results obtained earlier by several authors for scalar-valued random variables: Lorentz (case 1/2<α<1), Chow and Lai (case 0<α<1/2), Déniel and Derriennic (case α=1/2).
Keywords:
本文献已被 SpringerLink 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号