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Bull. Korean Math. Soc. 2010; 47(3): 467-482

Printed May 1, 2010

https://doi.org/10.4134/BKMS.2010.47.3.467

Copyright © The Korean Mathematical Society.

Mean convergence theorems and weak laws of large numbers for double arrays of random elements in Banach spaces

Le Van Dung and Nguyen Duy Tien

Danang University of Education and National University of Hanoi

Abstract

For a double array of random elements $\{V_{mn};m\ge1,n\ge 1\}$ 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 $k_{mn}^{-\frac{1}{r}}\sum_{i=1}^{u_m}\sum_{j=1}^{v_n}(V_{ij}-E(V_{ij}|\mathcal{F}_{ij}))\to 0$ in $L_r\, (0 < r <2)$. The weak law results provide conditions for $k_{mn}^{-\frac{1}{r}}\sum_{i=1}^{T_m}\sum_{j=1}^{\tau_n}(V_{ij}-E(V_{ij}|\mathcal{F}_{ij}))\to 0$ 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.

Keywords: martingale type $p$ Banach spaces, double arrays of random elements, weighted double sums, weak laws of large numbers, mean convergence theorem

MSC numbers: 60B11, 60B12, 60F15, 60F25, 60G42

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