An infinite-dimensional law of large numbers in Cesaro's sense (Q919698)
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scientific article; zbMATH DE number 4161761
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An infinite-dimensional law of large numbers in Cesaro's sense |
scientific article; zbMATH DE number 4161761 |
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An infinite-dimensional law of large numbers in Cesaro's sense (English)
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1990
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The author proves the following theorem: Let the random variable X take its values in a real, separable Banach space \((B,\| \cdot \|)\), equipped with its Borel \(\sigma\)-field, and \(\{X_ k\}\) be a sequence of independent copies of X. Then the statements (i) for all \(\alpha\in (0,1)\) the sequence \(V_ n=(1/A_ n^{\alpha})\sum^{n}_{k=0}A_{n-k}^{\alpha -1}X_ k\) converges a.s. to E(X), where \[ A_ 0^{\beta}=1,\quad A_ 1^{\beta}=\beta +1,...,\quad A_ k^{\beta}=(\beta +1)...(\beta +k)/k!,...\text{ for } every\quad real\quad \beta >-1. \] (ii) \(\| X\|^{1/\alpha}\) is integrable. are equivalent.
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strong law of large numbers
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Cesaro summability
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exponential inequalities
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