A mean convergence theorem and weak law for arrays of random elements in martingale type p Banach spaces

被引:22
作者
Adler, A
Rosalsky, A
Volodin, AI
机构
[1] IIT,DEPT MATH,CHICAGO,IL 60616
[2] UNIV FLORIDA,DEPT STAT,GAINESVILLE,FL 32611
[3] KAZAN VI LENIN STATE UNIV,RES INST MATH & MECH,KAZAN 420008,TATARSTAN,RUSSIA
关键词
real separable martingale type p Banach space; array of random elements; weighted sums; convergence in L(r); weak raw of large numbers; convergence in probability; (alpha(nj))-uniformly integrable array; Cesaro uniformly integrable array;
D O I
10.1016/S0167-7152(97)85593-9
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 [统计学]; 070103 [概率论与数理统计]; 0714 [统计学];
摘要
For weighted sums of the form S-n=Sigma(j=l)(kn)a(nj)(V-nj-c(nj)) where {a(nj),1 less than or equal to j less than or equal to k(n) < infinity, n greater than or equal to 1} are constants, {V-nj, 1 less than or equal to j<less than or equal to n greater than or equal to 1} are random elements in a real separable martingale type p Banach space, and {c(nj), 1 less than or equal to j less than or equal to k(n), n greater than or equal to 1} are suitable conditional expectations, a mean convergence theorem and a general weak law of large numbers are established. These results take the form \\S-n\\ -->(Lr) 0 and S-n -->(P) 0, respectively. No conditions are imposed on the joint distributions of the {V-nj, 1 less than or equal to j less than or equal to k(n), n greater than or equal to 1}. The mean convergence theorem is proved assuming that {\\V-nj\\(r), 1 less than or equal to j less than or equal to k(n), n greater than or equal to 1} is {\a(nj)\(r)}-uniformly integrable whereas the weak law is proved under a Cesaro type condition which is weaker than Cesaro uniform integrability. The sharpness of the results is illustrated by an example. The current work extends that of Gut (1992) and Hong and Oh (1995).
引用
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页码:167 / 174
页数:8
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