Complete convergence in mean for double arrays of random variables with values in Banach spaces

Ta Cong Son; Dang Hung Thang; Le Van Dung

Applications of Mathematics (2014)

  • Volume: 59, Issue: 2, page 177-190
  • ISSN: 0862-7940

Abstract

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The rate of moment convergence of sample sums was investigated by Chow (1988) (in case of real-valued random variables). In 2006, Rosalsky et al. introduced and investigated this concept for case random variable with Banach-valued (called complete convergence in mean of order p ). In this paper, we give some new results of complete convergence in mean of order p and its applications to strong laws of large numbers for double arrays of random variables taking values in Banach spaces.

How to cite

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Son, Ta Cong, Thang, Dang Hung, and Dung, Le Van. "Complete convergence in mean for double arrays of random variables with values in Banach spaces." Applications of Mathematics 59.2 (2014): 177-190. <http://eudml.org/doc/261082>.

@article{Son2014,
abstract = {The rate of moment convergence of sample sums was investigated by Chow (1988) (in case of real-valued random variables). In 2006, Rosalsky et al. introduced and investigated this concept for case random variable with Banach-valued (called complete convergence in mean of order $p$). In this paper, we give some new results of complete convergence in mean of order $p$ and its applications to strong laws of large numbers for double arrays of random variables taking values in Banach spaces.},
author = {Son, Ta Cong, Thang, Dang Hung, Dung, Le Van},
journal = {Applications of Mathematics},
keywords = {complete convergence in mean; double array of random variables with values in Banach space; martingale difference double array; strong law of large numbers; $p$-uniformly smooth space; complete convergence in mean; double array of random variables with values in Banach space; martingale difference double array; strong law of large numbers; -uniformly smooth space},
language = {eng},
number = {2},
pages = {177-190},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {Complete convergence in mean for double arrays of random variables with values in Banach spaces},
url = {http://eudml.org/doc/261082},
volume = {59},
year = {2014},
}

TY - JOUR
AU - Son, Ta Cong
AU - Thang, Dang Hung
AU - Dung, Le Van
TI - Complete convergence in mean for double arrays of random variables with values in Banach spaces
JO - Applications of Mathematics
PY - 2014
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 59
IS - 2
SP - 177
EP - 190
AB - The rate of moment convergence of sample sums was investigated by Chow (1988) (in case of real-valued random variables). In 2006, Rosalsky et al. introduced and investigated this concept for case random variable with Banach-valued (called complete convergence in mean of order $p$). In this paper, we give some new results of complete convergence in mean of order $p$ and its applications to strong laws of large numbers for double arrays of random variables taking values in Banach spaces.
LA - eng
KW - complete convergence in mean; double array of random variables with values in Banach space; martingale difference double array; strong law of large numbers; $p$-uniformly smooth space; complete convergence in mean; double array of random variables with values in Banach space; martingale difference double array; strong law of large numbers; -uniformly smooth space
UR - http://eudml.org/doc/261082
ER -

References

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  1. Adler, A., Rosalsky, A., 10.1080/07362998708809104, Stochastic Anal. Appl. 5 (1987), 1-16. (1987) Zbl0617.60028MR0882694DOI10.1080/07362998708809104
  2. Chow, Y. S., On the rate of moment convergence of sample sums and extremes, Bull. Inst. Math., Acad. Sin. 16 (1988), 177-201. (1988) Zbl0655.60028MR1089491
  3. Dung, L. V., Ngamkham, T., Tien, N. D., Volodin, A. I., 10.1134/S1995080209040118, Lobachevskii J. Math. 30 (2009), 337-346. (2009) Zbl1227.60008MR2587856DOI10.1134/S1995080209040118
  4. Hoffmann-Jørgensen, J., Pisier, G., 10.1214/aop/1176996029, Ann. Probab. 4 (1976), 587-599. (1976) Zbl0368.60022MR0423451DOI10.1214/aop/1176996029
  5. Pisier, G., 10.1007/BF02760337, Isr. J. Math. 20 (1975), 326-350. (1975) Zbl0344.46030MR0394135DOI10.1007/BF02760337
  6. Rosalsky, A., Thanh, L. V., Volodin, A. I., 10.1080/07362990500397319, Stochastic Anal. Appl. 24 (2006), 23-35. (2006) Zbl1087.60009MR2198535DOI10.1080/07362990500397319
  7. Scalora, F. S., 10.2140/pjm.1961.11.347, Pac. J. Math. 11 (1961), 347-374. (1961) Zbl0114.07702MR0123356DOI10.2140/pjm.1961.11.347

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