Almost sure convergence of weighted sums of random elements in Banach spaces

1976 ◽  
pp. 187-202 ◽  
Author(s):  
W. J. Padgett ◽  
R. L. Taylor
Keyword(s):  
Banach Spaces ◽  
Almost Sure Convergence ◽  
Weighted Sums ◽  
Random Elements

scholarly journals Convergence of weighted sums of independent random variables and an extension to Banach space-valued random variables

1979 ◽  
Vol 2 (2) ◽  
pp. 309-323
Author(s):  
W. J. Padgett ◽  
R. L. Taylor
Keyword(s):  
Banach Space ◽  
Banach Spaces ◽  
Random Variables ◽  
Almost Sure Convergence ◽  
Independent Random Variables ◽  
Weighted Sums ◽  
Real Numbers ◽  
Martingale Theory ◽  
Random Elements ◽  
Schauder Bases

Let{Xk}be independent random variables withEXk=0for allkand let{ank:n≥1, k≥1}be an array of real numbers. In this paper the almost sure convergence ofSn=∑k=1nankXk,n=1,2,…, to a constant is studied under various conditions on the weights{ank}and on the random variables{Xk}using martingale theory. In addition, the results are extended to weighted sums of random elements in Banach spaces which have Schauder bases. This extension provides a convergence theorem that applies to stochastic processes which may be considered as random elements in function spaces.

scholarly journals On the almost sure convergence of weighted sums of random elements inD[0,1]

1981 ◽  
Vol 4 (4) ◽  
pp. 745-752
Author(s):  
R. L. Taylor ◽  
C. A. Calhoun
Keyword(s):  
Almost Sure Convergence ◽  
Growth Conditions ◽  
Weighted Sums ◽  
Integral Conditions ◽  
Laws Of Large Numbers ◽  
Strong Laws ◽  
Convergence Results ◽  
Large Numbers ◽  
Random Elements

Let{wn}be a sequence of positive constants andWn=w1+…+wnwhereWn→∞andwn/Wn→∞. Let{Wn}be a sequence of independent random elements inD[0,1]. The almost sure convergence ofWn−1∑k=1nwkXkis established under certain integral conditions and growth conditions on the weights{wn}. The results are shown to be substantially stronger than the weighted sums convergence results of Taylor and Daffer (1980) and the strong laws of large numbers of Ranga Rao (1963) and Daffer and Taylor (1979).

scholarly journals Convergence in mean of weighted sums of {an,k}-compactly uniformly integrable random elements in Banach spaces

1997 ◽  
Vol 20 (3) ◽  
pp. 443-450 ◽  
Author(s):  
M. Ordóñez Cabrera
Keyword(s):  
Banach Space ◽  
Recent Result ◽  
Banach Spaces ◽  
Separable Banach Space ◽  
Weighted Sums ◽  
Uniform Integrability ◽  
Weighted Sum ◽  
Random Elements ◽  
New Hypothesis ◽  
Convergence In Mean

The convergence in mean of a weighted sum∑kank(Xk−EXk)of random elements in a separable Banach space is studied under a new hypothesis which relates the random elements with their respective weights in the sum: the{ank}-compactly uniform integrability of{Xn}. This condition, which is implied by the tightness of{Xn}and the{ank}-uniform integrability of{‖Xn‖}, is weaker than the compactly miform integrability of{Xn}and leads to a result of convergence in mean which is strictly stronger than a recent result of Wang, Rao and Deli.

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