Convergence of randomly weighted sums of Banach space valued random elements and uniform integrability concerning the random weights

被引:17
|
作者
Hu, TC
Cabrera, MO
Volodin, AI
机构
[1] Natl Tsing Hua Univ, Dept Math, Hsinchu 300, Taiwan
[2] Univ Sevilla, Dept Math Anal, E-41080 Seville, Spain
[3] Univ Regina, Dept Math & Stat, Regina, SK S4S 0A2, Canada
关键词
random elements; randomly weighted sums; uniform integrability; uniform integrability concerning an array; weak law of large numbers;
D O I
10.1016/S0167-7152(00)00146-2
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Some notions of uniform integrability of an array of random elements in a separable Banach space with respect to an array of random variables are introduced and characterized, in order to obtain weak laws of large numbers for randomly weighted sums. The paper contains results which generalize some previous results for weighted sums with nonrandom weights, and one of them is used to obtain a result of convergence for sums with a random number of addends. Furthermore, a result of almost everywhere convergence of the sequence of certain conditional expectations of the row sums is obtained. (C) 2001 Elsevier Science B.V. All rights reserved.
引用
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页码:155 / 164
页数:10
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