complete convergence for sums of arrays of random elements成套收敛的随机元素的数组.pdfVIP

Internat. J. Math. Math. Sci. Vol. 23, No. 11 (2000) 789–794 S0161171200003112 ©Hindawi Publishing Corp. COMPLETE CONVERGENCE FOR SUMS OF ARRAYS OF RANDOM ELEMENTS SOO HAK SUNG (Received 13 October 1997) Abstract. Let {Xni } be an array of rowwise independent B -valued random elements and {an } constants such that 0 an ↑ ∞. Under some moment conditions for the array, it is shown that n Xni /an converges to 0 completely if and only if n Xni /an converges i=1 i=1 to 0 in probability. Keywords and phrases. Complete convergence, random elements, Banach space, rowwise independent. 2000 Mathematics Subject Classification. Primary 60B12, 60F15. 1. Introduction. Let (B, ) be a real separable Banach space. A separable Banach space B is said to be of type r , 1 ≤ r ≤ 2, if there exists a constants Cr such that n r n r E Xi ≤ Cr E Xi (1.1) i=1 i=1 for all independent B -valued random elements X1,...,Xn with mean zero and finite r th moments. A sequence {Xn , n ≥ 1} of B -valued random elements is said to converge completely to zero if for each 0, ∞ P Xn ∞. (1.2) n=1 Note that complete convergence implies almost surely by the Borel-Cantelli