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 Strong laws of large numbers for arrays of rowwise independent random elements

1987 ◽  
Vol 10 (4) ◽  
pp. 805-814 ◽  
Author(s):  
Robert Lee Taylor ◽  
Tien-Chung Hu
Keyword(s):  
Banach Space ◽  
Separable Banach Space ◽  
Complete Convergence ◽  
Almost Sure Convergence ◽  
Random Variable ◽  
Laws Of Large Numbers ◽  
Large Numbers ◽  
Random Elements ◽  
Rowwise Independent ◽  
Uniformly Bounded

Let{Xnk}be an array of rowwise independent random elements in a separable Banach space of typep+δwithEXnk=0for allk,n. The complete convergence (and hence almost sure convergence) ofn−1/p∑k=1nXnk to 0,1≤p<2, is obtained when{Xnk}are uniformly bounded by a random variableXwithE|X|2p<∞. When the array{Xnk}consists of i.i.d, random elements, then it is shown thatn−1/p∑k=1nXnkconverges completely to0if and only ifE‖X11‖2p<∞.

scholarly journals On strong laws of large numbers for arrays of rowwise independent random elements

1993 ◽  
Vol 16 (3) ◽  
pp. 587-591 ◽  
Author(s):  
Abolghassem Bozorgnia ◽  
Ronald Frank Patterson ◽  
Robert Lee Taylor
Keyword(s):  
Banach Space ◽  
Density Estimation ◽  
Separable Banach Space ◽  
Complete Convergence ◽  
Laws Of Large Numbers ◽  
Strong Laws ◽  
Large Numbers ◽  
Random Elements ◽  
Rowwise Independent

Let{Xnk}be an array of rowwise independent random elements in a separable Banach space of typer,1≤r≤2. Complete convergence ofn1/p∑k=1nXnkto0,0<p<r≤2is obtained whensup1≤k≤nE ‖Xnk‖v=O(nα),α≥0withv(1p−1r)>α+1. An application to density estimation is also given.

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 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.

COMPLETE CONVERGENCE FOR ARRAYS AND THE LAW OF THE SINGLE LOGARITHM

2017 ◽  
Vol 96 (2) ◽  
pp. 333-344
Author(s):  
ALLAN GUT ◽  
ULRICH STADTMÜLLER
Keyword(s):  
Limit Theorems ◽  
Complete Convergence ◽  
Law Of Large Numbers ◽  
Almost Sure Convergence ◽  
Strong Law ◽  
Moment Conditions ◽  
Large Numbers ◽  
Distributed Arrays ◽  
The Law ◽  
Independent And Identically Distributed

The present paper is devoted to complete convergence and the strong law of large numbers under moment conditions near those of the law of the single logarithm (LSL) for independent and identically distributed arrays. More precisely, we investigate limit theorems under moment conditions which are stronger than $2p$ for any $p<2$, in which case we know that there is almost sure convergence to 0, and weaker than $E\,X^{4}/(\log ^{+}|X|)^{2}<\infty$, in which case the LSL holds.

scholarly journals On complete convergence in a Banach space

1994 ◽  
Vol 17 (1) ◽  
pp. 1-14 ◽  
Author(s):  
Anna Kuczmaszewska ◽  
Dominik Szynal
Keyword(s):  
Banach Space ◽  
Complete Convergence ◽  
Law Of Large Numbers ◽  
Sufficient Conditions ◽  
Large Numbers ◽  
Random Elements

Sufficient conditions are given under which a sequence of independent random elements taking values in a Banach space satisfy the Hsu and Robbins law of large numbers. The complete convergence of random indexed sums of random elements is also considered.

scholarly journals Complete convergence for weighted sums of arrays of random elements

1983 ◽  
Vol 6 (1) ◽  
pp. 69-79 ◽  
Author(s):  
Robert Lee Taylor
Keyword(s):  
Banach Space ◽  
Separable Banach Space ◽  
Complete Convergence ◽  
Kernel Density ◽  
Weighted Sums ◽  
Real Numbers ◽  
Density Estimates ◽  
Kernel Density Estimates ◽  
Large Numbers ◽  
Random Elements

Let{Xnk:k,n=1,2,…}be an array of row-wise independent random elements in a separable Banach space. Let{ank:k,n=1,2,…}be an array of real numbers such that∑k=1∞|ank|≤1and∑n=1∞exp(−α/An)<∞for eachα ϵ R+whereAn=∑k=1∞ank2. The complete convergence of∑k=1∞ankXnkis obtained under varying moment and distribution conditions on the random elements. In particular, laws of large numbers follow for triangular arrays of random elements, and consistency of the kernel density estimates is obtained from these results.

scholarly journals Strong Laws of Large Numbers for𝔹-Valued Random Fields

2009 ◽  
Vol 2009 ◽  
pp. 1-12 ◽  
Author(s):  
Zbigniew A. Lagodowski
Keyword(s):  
Banach Space ◽  
Random Fields ◽  
Law Of Large Numbers ◽  
Random Vectors ◽  
Strong Law ◽  
Laws Of Large Numbers ◽  
Strong Laws ◽  
Large Numbers ◽  
Geometry Of Banach Space ◽  
Necessary And Sufficient

We extend to random fields case, the results of Woyczynski, who proved Brunk's type strong law of large numbers (SLLNs) for𝔹-valued random vectors under geometric assumptions. Also, we give probabilistic requirements for above-mentioned SLLN, related to results obtained by Acosta as well as necessary and sufficient probabilistic conditions for the geometry of Banach space associated to the strong and weak law of large numbers for multidimensionally indexed random vectors.

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