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B值随机变量阵列加权和的L^r收敛性与弱大数律 被引量:3

L ̄r CONVERGENCE AND WEAK LAWS OF LARGE NUMBERS FOR WEIGHTED SUMS OF ARRAYS OF BANACH VALUED RANDOM VARIABLES
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摘要 讨论了B值随机变量阵列加权和的Lr收敛性与弱大数律.证明了取值于可分P型空间的行独立的随机变量阵列加权和在一定的条件下具有Lr收敛性,从而更有弱大数律成立.本文的结果推广与改进了若干重要经典的弱大数定理.同时,用独立的Cesaro一致可积的B值随机变量序列加权和的Lr收敛性刻划了p型空间. Lr convergence and the weak laws of large numbers for weighted sums of arrays of Banach valued random variables are discussed in this paper. The following result is proved:Let B be a seperable Banach space of type p (1 <p《2). {Xm, 1《i〈kn↑》1 } is an array of rowwise independent Banach valued random variables. {am ,1《i〈kn,n》1} is an array of real numbers. 1《r<p. If the following conditions are satisfied: is Cesdro uniformly integrable,k(2) 1, where C is positive constant,thenIn the other direction, Banach space of p-type is characterized by L' convergence of weighted sums of sequences of Cesdro uniformly integrable Banach valued random variables.
作者 甘师信
机构地区 武汉大学数学系
出处 《武汉大学学报(自然科学版)》 CSCD 1995年第5期533-540,共8页 Journal of Wuhan University(Natural Science Edition)
基金 国家自然科学基金 国家教委博士学科点专项基金
关键词 随机变量阵列 加权和 L^R收敛性 弱大数律 p-type space Cesaro uniform integrability weighted sums of arrays of random variables L ̄r convergence weak law of large numbers
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参考文献2

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同被引文献24

  • 1吴本忠.ρ-混合序列和的强大数律[J].工程数学学报,1998,15(4):109-112. 被引量:1
  • 2万成高.两两NQD列的大数定律和完全收敛性[J].应用数学学报,2005,28(2):253-261. 被引量:44
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  • 7LIU Wen, YANG Weiguo. A Class of Srong Limit Theorems tbr the Sequences of Arbitrary Randim Variables [ J ]. Statistics and Probability Letters.2003. 64, 121 - 131.
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  • 9GAN Shixin. Almost Sure Convergecee for p-mixing Random Var- iable Sequenees [ J ]. Statistics and Probability Letters, 2004, 67 : 289 - 298.
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