• Title/Summary/Keyword: double array of random elements

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CONVERGENCE OF DOUBLE SERIES OF RANDOM ELEMENTS IN BANACH SPACES

  • Tien, Nguyen Duy;Dung, Le Van
    • Journal of the Korean Mathematical Society
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    • v.49 no.5
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    • pp.1053-1064
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    • 2012
  • For a double array of random elements $\{X_{mn};m{\geq}1,n{\geq}1\}$ in a $p$-uniformly smooth Banach space, $\{b_{mn};m{\geq}1,n{\geq}1\}$ is an array of positive numbers, convergence of double random series ${\sum}^{\infty}_{m=1}{\sum}^{\infty}_{n=1}X_{mn}$, ${\sum}^{\infty}_{m=1}{\sum}^{\infty}_{n=1}b^{-1}_{mn}X_{mn}$ and strong law of large numbers $$b^{-1}_{mn}\sum^m_{i=1}\sum^n_{j=1}X_{ij}{\rightarrow}0$$ as $$m{\wedge}n{\rightarrow}{\infty}$$ are established.

MEAN CONVERGENCE THEOREMS AND WEAK LAWS OF LARGE NUMBERS FOR DOUBLE ARRAYS OF RANDOM ELEMENTS IN BANACH SPACES

  • Dung, Le Van;Tien, Nguyen Duy
    • Bulletin of the Korean Mathematical Society
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    • v.47 no.3
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    • pp.467-482
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    • 2010
  • For a double array of random elements {$V_{mn};m{\geq}1,\;n{\geq}1$} in a real separable Banach space, some mean convergence theorems and weak laws of large numbers are established. For the mean convergence results, conditions are provided under which $k_{mn}^{-\frac{1}{r}}\sum{{u_m}\atop{i=1}}\sum{{u_n}\atop{i=1}}(V_{ij}-E(V_{ij}|F_{ij})){\rightarrow}0$ in $L_r$ (0 < r < 2). The weak law results provide conditions for $k_{mn}^{-\frac{1}{r}}\sum{{T_m}\atop{i=1}}\sum{{\tau}_n\atop{j=1}}(V_{ij}-E(V_{ij}|F_{ij})){\rightarrow}0$ in probability where {$T_m;m\;{\geq}1$} and {${\tau}_n;n\;{\geq}1$} are sequences of positive integer-valued random variables, {$k_{mn};m{{\geq}}1,\;n{\geq}1$} is an array of positive integers. The sharpness of the results is illustrated by examples.