On the Strong Law of Large Numbers for Weighted Sums of Random Elements in Banach Space

2003 ◽  
Vol 21 (6) ◽  
pp. 1305-1331 ◽  
Author(s):  
Anna Kuczmaszewska ◽  
Dominik Szynal
Keyword(s):  
Banach Space ◽  
Law Of Large Numbers ◽  
Weighted Sums ◽  
Strong Law ◽  
Large Numbers ◽  
Random Elements

scholarly journals Complete Moment Convergence for Sung’s Type Weighted Sums ofB-Valued Random Elements

2016 ◽  
Vol 2016 ◽  
pp. 1-8
Author(s):  
Wei Li ◽  
Pingyan Chen ◽  
Soo Hak Sung
Keyword(s):  
Law Of Large Numbers ◽  
Sufficient Conditions ◽  
Weighted Sums ◽  
Complete Moment Convergence ◽  
Real Numbers ◽  
Strong Law ◽  
Moment Convergence ◽  
Large Numbers ◽  
Random Elements ◽  
Necessary And Sufficient

Letp≥1/αand1/2<α≤1.Let{X,Xn,  n≥1}be a sequence of independent and identically distributedB-valued random elements and let{ani,  1≤i≤n,  n≥1}be an array of real numbers satisfying∑i=1naniq=O(n)for someq>p.We give necessary and sufficient conditions for complete moment convergence of the form∑n=1∞n(p-v)α-2E∑i=1naniXi-εnα+v<∞,  ∀ε>0, where0<v<p.A strong law of large numbers for weighted sums of independentB-valued random elements is also obtained.

Sample Behavior and Laws of Large Numbers for Gaussian Random Elements

2003 ◽  
Vol 10 (4) ◽  
pp. 637-676
Author(s):  
Z. Ergemlidze ◽  
A. Shangua ◽  
V. Tarieladze
Keyword(s):  
Banach Space ◽  
Law Of Large Numbers ◽  
Strong Law ◽  
Laws Of Large Numbers ◽  
Large Numbers ◽  
Random Elements ◽  
Vector Valued

Abstract Criteria for almost sure boundedness and convergence to zero almost surely of Banach space valued independent Gaussian random elements are found. The obtained statements can be viewed as vector-valued versions of the corresponding results due to N. Vakhania. Moreover, from the obtained statements a strong law of large numbers is derived in the form of Yu. V. Prokhorov.

scholarly journals Strong laws of large numbers for arrays of rowwise conditionally independent random elements

1993 ◽  
Vol 6 (1) ◽  
pp. 1-9 ◽  
Author(s):  
Ronald Frank Patterson ◽  
Abolghassem Bozorgnia ◽  
Robert Lee Taylor
Keyword(s):  
Banach Space ◽  
Separable Banach Space ◽  
Complete Convergence ◽  
Law Of Large Numbers ◽  
Strong Law ◽  
Moment Conditions ◽  
Laws Of Large Numbers ◽  
Large Numbers ◽  
Random Elements ◽  
Conditional Means

Let {Xnk} be an array of rowwise conditionally independent random elements in a separable Banach space of type p, 1≤p≤2. Complete convergence of n−1r∑k=1nXnk to 0, 0<r<p≤2 is obtained by using various conditions on the moments and conditional means. A Chung type strong law of large numbers is also obtained under suitable moment conditions on the conditional means.

scholarly journals On Some Conditions for Strong Law of Large Numbers for Weighted Sums of END Random Variables under Sublinear Expectations

2019 ◽  
Vol 2019 ◽  
pp. 1-8
Author(s):  
Xiaochen Ma ◽  
Qunying Wu
Keyword(s):  
Probability Space ◽  
Law Of Large Numbers ◽  
Random Variables ◽  
Weighted Sums ◽  
Dependent Random Variables ◽  
Strong Law ◽  
Sublinear Expectation ◽  
Negatively Dependent Random Variables ◽  
Large Numbers ◽  
End Random Variables

In this article, we research some conditions for strong law of large numbers (SLLNs) for weighted sums of extended negatively dependent (END) random variables under sublinear expectation space. Our consequences contain the Kolmogorov strong law of large numbers and the Marcinkiewicz strong law of large numbers for weighted sums of extended negatively dependent random variables. Furthermore, our results extend strong law of large numbers for some sequences of random variables from the traditional probability space to the sublinear expectation space context.

scholarly journals On Chung-Teicher type strong law for arrays of vector-valued random variables

2004 ◽  
Vol 2004 (9) ◽  
pp. 443-458
Author(s):  
Anna Kuczmaszewska
Keyword(s):  
Banach Space ◽  
Random Variables ◽  
Strong Law ◽  
Laws Of Large Numbers ◽  
Strong Laws ◽  
Large Numbers ◽  
Random Elements ◽  
Vector Valued

We study the equivalence between the weak and strong laws of large numbers for arrays of row-wise independent random elements with values in a Banach spaceℬ. The conditions under which this equivalence holds are of the Chung or Chung-Teicher types. These conditions are expressed in terms of convergence of specific series ando(1)requirements on specific weighted row-wise sums. Moreover, there are not any conditions assumed on the geometry of the underlying Banach space.

REFINEMENT OF CONVERGENCE RATES FOR WEIGHTED SUMS OF INDEPENDENT RANDOM VARIABLES

2012 ◽  
Vol 05 (01) ◽  
pp. 1250007
Author(s):  
Si-Li Niu ◽  
Jong-Il Baek
Keyword(s):  
Law Of Large Numbers ◽  
Convergence Rates ◽  
Random Variables ◽  
Independent Random Variables ◽  
Weighted Sums ◽  
Counting Processes ◽  
Precise Asymptotics ◽  
Strong Law ◽  
Large Numbers ◽  
Passage Times

In this paper, we establish one general result on precise asymptotics of weighted sums for i.i.d. random variables. As a corollary, we have the results of Lanzinger and Stadtmüller [Refined Baum–Katz laws for weighted sums of iid random variables, Statist. Probab. Lett. 69 (2004) 357–368], Gut and Spătaru [Precise asymptotics in the law of the iterated logarithm, Ann. Probab. 28 (2000) 1870–1883; Precise asymptotics in the Baum–Katz and Davis laws of large numbers, J. Math. Anal. Appl. 248 (2000) 233–246], Gut and Steinebach [Convergence rates and precise asymptotics for renewal counting processes and some first passage times, Fields Inst. Comm. 44 (2004) 205–227] and Heyde [A supplement to the strong law of large numbers, J. Appl. Probab. 12 (1975) 173–175]. Meanwhile, we provide an answer for the possible conclusion pointed out by Lanzinger and Stadtmüller [Refined Baum–Katz laws for weighted sums of iid random variables, Statist. Probab. Lett. 69 (2004) 357–368].

A REMARK ON THE STRONG LAW FOR B-VALUED ARRAYS OF RANDOM ELEMENTS

2010 ◽  
Vol 82 (1) ◽  
pp. 31-43 ◽  
Author(s):  
TIEN-CHUNG HU ◽  
PING YAN CHEN ◽  
N. C. WEBER
Keyword(s):  
Law Of Large Numbers ◽  
Moving Average ◽  
Average Process ◽  
Moving Average Process ◽  
Strong Law ◽  
Rate Law ◽  
Large Numbers ◽  
Random Elements

AbstractThe conditions in the strong law of large numbers given by Li et al. [‘A strong law for B-valued arrays’, Proc. Amer. Math. Soc.123 (1995), 3205–3212] for B-valued arrays are relaxed. Further, the compact logarithm rate law and the bounded logarithm rate law are discussed for the moving average process based on an array of random elements.

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