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Strong laws of large numbers in certain linear spaces

Wojbor A. Woyczynski (1974)

Annales de l'institut Fourier

In this paper we are concerned with the norm almost sure convergence of series of random vectors taking values in some linear metric spaces and strong laws of large numbers for sequences of such random vectors. Section 2 treats the Banach space case where the results depend upon the geometry of the unit cell. Section 3 deals with spaces equipped with a non-necessarily homogeneous F -norm and in Section 4 we restrict our attention to sequences of identically distributed random vectors.

Sumas de productos de variables aleatorias independientes igualmente distribuidas (V.A.I.I.D.).

Ricardo Vélez, Víctor Hernández (1986)

Trabajos de Estadística

In this paper we get some results about the asymptotic behaviour of the sequenceΠn = 1 + X1 + X1X2 + X1X2X3 + ...where {Xn}n=1∞ are i.i.d. random variables. Strong limit laws, Central limit theorem and Iterated Logarithm law are obtained, after an analysis of the convergence of Πn. Rates of convergence are also given.

Sur la convergence en moyenne pour des vecteurs aléatoires intégrables au sens de Bochner

Luca Pratelli (1992)

Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni

The problem of finding simple additional conditions, for a weakly convergent sequence in L 1 , which would suffice to imply strong convergence has been widely studied in recent years. In this Note we study this problem for Banach valued random vectors, by replacing weak convergence with a less restrictive assumption. Moreover, all the additional conditions we consider are also necessary for strong convergence, and they depend only on marginal distributions.

Sur la somme des quotients partiels du développement en fraction continue

D. Barbolosi, C. Faivre (2001)

Colloquium Mathematicae

Let [0;a₁(x),a₂(x),…] be the regular continued fraction expansion of an irrational x ∈ [0,1]. We prove mainly that, for α > 0, β ≥ 0 and for almost all x ∈ [0,1], l i m n ( a ( x ) + + a ( x ) ) / n l o g n = α / l o g 2 if α < 1 and β ≥ 0, l i m n ( a ( x ) + + a ( x ) ) / n l o g n = 1 / l o g 2 if α = 1 and β < 1, and, if α > 1 or α = 1 and β >1, l i m i n f n ( a ( x ) + + a ( x ) ) / n l o g n = 1 / l o g 2 , l i m s u p n ( a ( x ) + + a ( x ) ) / n l o g n = , where a i ( x ) = a i ( x ) if a i ( x ) n α l o g β n and a i ( x ) = 0 otherwise, for all i ∈ 1,…,n.

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