On convergence of series of random elements via maximal moment relations with applications to martingale convergence and to convergence of series with \(p\)-orthogonal summands (Q2761601)
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scientific article; zbMATH DE number 1686018
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On convergence of series of random elements via maximal moment relations with applications to martingale convergence and to convergence of series with \(p\)-orthogonal summands |
scientific article; zbMATH DE number 1686018 |
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29 June 2003
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series of Banach space valued random elements
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almost sure convergence
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tail series
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rate of convergence
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martingale difference sequence
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\(p\)-orthogonal sequence
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0.9566181
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0.89960337
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0.89804727
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On convergence of series of random elements via maximal moment relations with applications to martingale convergence and to convergence of series with \(p\)-orthogonal summands (English)
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Let \((V_n)\) be a sequence of random elements with values in a separable Banach space. The authors prove a general theorem providing conditions under which the series \(\sum_nV_n\) is almost surely convergent and the tail series \(T_n= \sum^\infty_{j=n} V_j\) converges to zero at a given rate. These conditions are expressed in terms of \(E\{\max_{n\leq k\leq m}f(\|\sum^k_{j=n} V_j\|)\}\), where \(f\) is a nondecreasing continuous function on \([0,\infty)\). No conditions are imposed on the geometry of the underlying Banach space. Several corollaries are derived including both known and new results. The new results concern martingale difference sequences in a martingale type \(p\) Banach space and \(p\)-orthogonal sequences in a Rademacher type \(p\) Banach space. The paper extends and unifies earlier results of Nam, Rosalsky, Rosenblatt and Volodin.
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