Strong convergence for sums of randomly weighted, rowwise exchangeable random variables

Authors: Ronald F. Patterson ^a; Robert L. Taylor ^b; Hiroshi Inoue ^c

Affiliations:	^a Georgia State University, Adanta
	^b University of Georgia, Athens
	^c Science University of Tokyo, Yamakoshi-gun, Hokkaido, Japan

DOI: 10.1080/07362998908809184

Publication Frequency: 6 issues per year

Published in: journal

Subjects: Statistics & Probability; Stochastic Models & Processes;

Formats available: PDF (English)

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Let

be an array of rowwise exchangeable random elements in a separable Banach space. Let lcub

A_n

and

a_n

be random variables where A_n is positive and a_n is a symmetric function of ./LSAA_A_8809184_O_XML_IMAGES/LSAA_A_8809184_O_ILM0002.gif

. Using reverse martingale techniques, strong convergence is obtained for the weighted sum ./LSAA_A_8809184_O_XML_IMAGES/LSAA_A_8809184_O_ILM0003.gif

, under certain moment conditions on me random elements and suitable conditions on the random weights

Keywords: Randomly Weighted Sums; Almost Sure Convergence; Exchangeable; Random Elements

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