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Limit theorems for random elements in ideals of order-bounded elements of functional Banach lattices - MaRDI portal

Limit theorems for random elements in ideals of order-bounded elements of functional Banach lattices (Q2754792)

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scientific article; zbMATH DE number 1668418
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English
Limit theorems for random elements in ideals of order-bounded elements of functional Banach lattices
scientific article; zbMATH DE number 1668418

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    4 November 2001
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    Banach lattice
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    law of large numbers
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    central limit theorem
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    Limit theorems for random elements in ideals of order-bounded elements of functional Banach lattices (English)
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    Let \(X\) be a random element of a Banach lattice \(E\) and let \(X_1,\ldots,X_n\) be independent copies of \(X\). Let NEWLINE\[NEWLINE Z_n=\sup\limits_{1\leq k\leq n}X_k,\quad Z_n^{(p)}=\left( \sum_{k=1}^n|X_k|^p\right)^{1/p},\quad S_n=\sum_{k=1}^nX_k. NEWLINE\]NEWLINE For certain classes of lattices \(E\) the authors investigate the limit behaviour of the sequences \((\log n)^{-1/2}Z_n\), \(n^{- 1/p}Z_n^{(p)}\), \(n^{-1/2}S_n\). The latter sequence tends, under certain conditions upon \(X\), to a Gaussian random element.
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