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Some Limit Theorems for Weighted Sums of Random Variable Fields 被引量:2

Some Limit Theorems for Weighted Sums of Random Variable Fields
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摘要 Let{Xn^-,n^-∈N^d}be a field of Banach space valued random variables, 0 〈r〈p≤2 and{an^-,k^-, (n^-,k^-) ∈ N^d × N^d ,k^-≤n^-} a triangular array of real numhers, where N^d is the d-dimensional lattice (d≥1 ). Under the minimal condition that {||Xn^-|| r,n^- ∈N^d} is {|an^-,k^-|^r,(n^-,k^-)} ∈ N^d ×N^d,k^-≤n^-}-uniformly integrable, we show that ∑(k^-≤n^-)an^-,k^-,Xk^-^(L^r(or a,s,)→0 as |n^-|→∞ In the above, if 0〈r〈1, the random variables are not needed to be independent. If 1≤r〈p≤2, and Banach space valued random variables are independent with mean zero we assume the Banaeh space is of type p. If 1≤r≤p≤2 and Banach space valued random variables are not independent we assume the Banach space is p-smoothable. Let{Xn^-,n^-∈N^d}be a field of Banach space valued random variables, 0 〈r〈p≤2 and{an^-,k^-, (n^-,k^-) ∈ N^d × N^d ,k^-≤n^-} a triangular array of real numhers, where N^d is the d-dimensional lattice (d≥1 ). Under the minimal condition that {||Xn^-|| r,n^- ∈N^d} is {|an^-,k^-|^r,(n^-,k^-)} ∈ N^d ×N^d,k^-≤n^-}-uniformly integrable, we show that ∑(k^-≤n^-)an^-,k^-,Xk^-^(L^r(or a,s,)→0 as |n^-|→∞ In the above, if 0〈r〈1, the random variables are not needed to be independent. If 1≤r〈p≤2, and Banach space valued random variables are independent with mean zero we assume the Banaeh space is of type p. If 1≤r≤p≤2 and Banach space valued random variables are not independent we assume the Banach space is p-smoothable.
出处 《Wuhan University Journal of Natural Sciences》 CAS 2006年第2期323-327,共5页 武汉大学学报(自然科学英文版)
基金 SupportedbytheNationalNaturalScienceFoundationofChina(10071058)
关键词 Banaeh space of type p multidimensional index strong law of large numbers L" convergence weightedsums of random variable fields martingale difference array Banaeh space of type p multidimensional index strong law of large numbers L" convergence weightedsums of random variable fields martingale difference array
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