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On Complete Convergence in Mean of Normed Sums of Independent Random Elements in Banach Spaces 

Authors: Andrew Rosalsky a;  Le Van Thanh b; Andrei I. Volodin c
Affiliations:   a Department of Statistics, University of Florida, Gainesville, Florida, USA
b Department of Mathematics, Vinh University, Nghe An Province, Vietnam
c Department of Mathematics and Statistics, University of Regina, Regina, Saskatchewan, Canada
DOI: 10.1080/07362990500397319
Publication Frequency: 6 issues per year
Published in: journal Stochastic Analysis and Applications, Volume 24, Issue 1 March 2006 , pages 23 - 35
Formats available: HTML (English) : PDF (English)
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Abstract

For a sequence of random elements lcubTn, n ≥ 1rcub in a real separable Banach space X, we study the notion of Tn converging completely to 0 in mean of order p where p is a positive constant. This notion is stronger than (i) Tn converging completely to 0 and (ii) Tn converging to 0 in mean of order p. When X is of Rademacher type p (1 ≤ p ≤ 2), for a sequence of independent mean 0 random elements lcubVn, n ≥ 1rcub in X and a sequence of constants bn → ∞, conditions are provided under which the normed sum 139714ILM0001.gif converges completely to 0 in mean of order p. Moreover, these conditions for 139714ILM0001.gif converging completely to 0 in mean of order p are shown to provide an exact characterization of Rademacher type p Banach spaces. Illustrative examples are provided.
Keywords: Complete convergence; Complete convergence in mean; Convergence in mean; Normed sums of independent random elements; Rademacher type p Banach space; Real separable Banach space
Mathematics Subject Classification: 60B11; 60B12; 60F15; 60F25
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