Mean Convergence Theorems with or without Random Indices for Randomly Weighted Sums of Random Elements in Rademacher Type p Banach Spaces
Authors:
Andrew Rosalsky a;
M. Sreehari b;
Andrei I. Volodin c
| Affiliations: | a Department of Statistics, University of Florida, Gainesville, Florida, USA |
| b Department of Statistics, Faculty of Science, Maharaja Sayajirao University of Baroda, Vadodara, India | |
| c Department of Mathematics and Statistics, University of Regina, Regina, Saskatchewan, Canada |
DOI:
10.1081/SAP-120024708
Publication Frequency:
6 issues per year
Published in:
Stochastic Analysis and Applications,
Volume
21,
Issue
5
January
2003
, pages 1169
- 1187
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Abstract
Some mean convergence theorems are established for randomly weighted sums of the form ∑j = 1kn AnjVnj and ∑j = 1Tn AnjVnj where
Anj, j ≥ 1, n ≥ 1 is an array of random variables, Vnj, j ≥ 1, n ≥ 1 is an array of mean 0 random elements in a separable real Rademacher type p (1 ≤ p ≤ 2) Banach space, and kn, n ≥ 1 and Tn, n ≥ 1 are sequences of positive integers and positive integer-valued random variables, respectively. The results take the form or where 1 ≤ r ≤ p. It is assumed that the array AnjVnj, j ≥ 1, n ≥ 1 is comprised of rowwise independent random elements and that for all n ≥ 1, Anj and Vnj are independent for all j ≥ 1 and Tn and AnjVnj, j ≥ 1 are independent. No conditions are imposed on the joint distributions of the random indices Tn, n ≥ 1 . The sharpness of the results is illustrated by examples.
|
| Keywords: Separable real Rademacher type p Banach space; Array of rowwise independent random elements; Weighted sums; Random weights; Random indices; Mean convergence |
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Anj, j ≥ 1, n ≥ 1
is an array of random variables,
or
where 1 ≤ r ≤ p. It is assumed that the array
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