A Strong Law of Large Numbers for Subsequences of Random Elements in Separable Banach Spaces
Bozorgnia, A. ; Rao, M. Bhaskara
Ann. Probab., Tome 7 (1979) no. 6, p. 156-158 / Harvested from Project Euclid
In 1967, Komlos proved that if $\{\xi_n\}$ is a sequence of real random variables for which $\sup_{n \geqslant 1}E|\xi_n| < \infty$, then there exists a subsequence $\{\eta_n\}$ of $\{\xi_n\}$ and an integrable random variable $\eta$ such that for an arbitrary subsequence $\{\eta_n\}$ of $\{\eta_n\}$. $$\lim_{n \rightarrow \infty} \frac{1}{n}(\check{\eta}_1 + \check{\eta}_2 + \cdots + \check{\eta}_n) = \eta \mathrm{a.s.}$$ In this paper, we attempt to extend this result to separable Banach space valued random elements. We impose a condition stronger than uniform integrability.
Publié le : 1979-02-14
Classification:  Random elements in separable Banach spaces,  strong law of large numbers,  60F15,  60B05
@article{1176995157,
     author = {Bozorgnia, A. and Rao, M. Bhaskara},
     title = {A Strong Law of Large Numbers for Subsequences of Random Elements in Separable Banach Spaces},
     journal = {Ann. Probab.},
     volume = {7},
     number = {6},
     year = {1979},
     pages = { 156-158},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176995157}
}
Bozorgnia, A.; Rao, M. Bhaskara. A Strong Law of Large Numbers for Subsequences of Random Elements in Separable Banach Spaces. Ann. Probab., Tome 7 (1979) no. 6, pp.  156-158. http://gdmltest.u-ga.fr/item/1176995157/