La loi des grands nombres de Prokhorov dans les espaces de type p. (The Prokhorov law of large numbers for spaces of type p) (Q1103253)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: La loi des grands nombres de Prokhorov dans les espaces de type p. (The Prokhorov law of large numbers for spaces of type p) |
scientific article; zbMATH DE number 4052660
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | La loi des grands nombres de Prokhorov dans les espaces de type p. (The Prokhorov law of large numbers for spaces of type p) |
scientific article; zbMATH DE number 4052660 |
Statements
La loi des grands nombres de Prokhorov dans les espaces de type p. (The Prokhorov law of large numbers for spaces of type p) (English)
0 references
1987
0 references
The main result of the paper is the extension of Prokhorov's law of large numbers to random elements \(X_ 1\), \(X_ 2\),... of a separable Banach space B of type p, \(1<p\leq 2\). The classical assumption of the scalar case is replaced by the following one: \[ \forall \epsilon >0: \sum^{\infty}_{n=1}\exp \{-\epsilon \lambda_ n^{- 1}\}<\infty,\text{ where } \lambda_ n=2^{-2n}\sup \{\sum^{2^{n+1}}_{i=2^ n+1}E <x^*, X_ i>^ 2;\;\| x^*\| \leq 1\}. \] The necessity of this condition is investigated.
0 references
Prokhorov's law of large numbers
0 references
Banach space
0 references