On the Limiting Behavior of Weighted Partial Sums for B Valued Martingale Difference Sequences

Let {Xn, n≥1} be a martingale difference sequence and {a nk , 1?k?n,n?1} an array of constant real numbers. The limiting behavior of weighted partial sums ∑ k=1 n a nk X k is investigated and some new results are obtained.

Some Strong Laws of Large Numbers for Blockwise Martingale Difference Sequences in Martingale Type p Banach Spaces

For a blockwise martingale difference sequence of random elements {Vn, n ≥ 1} taking values in a real separable martingale type p （1 ≤ p ≤ 2） Banach space, conditions are provided for strong laws of large numbers of the form limn→∞ Vi/gn = 0 almost surely to hold where the constants gn ↑∞. A result of Hall and Heyde [Martingale Limit Theory and Its Application, Academic Press, New York, 1980, p. 36] which was obtained for sequences of random variables is extended to a martingale type p （1〈 p ≤2） Banach space setting and to hold with a Marcinkiewicz-Zygmund type normalization. Illustrative examples and counterexamples are provided.

Some Limit Theorems for Weighted Sums of Random Variable Fields

Let{Xn^-,n^-∈N^d}be a field of Banach space valued random variables, 0 〈r〈p≤2 and{an^-,k^-, （n^-,k^-） ∈ N^d × N^d ,k^-≤n^-} a triangular array of real numhers, where N^d is the d-dimensional lattice （d≥1 ）. Under the minimal condition that {｜｜Xn^-｜｜ r,n^- ∈N^d} is {｜an^-,k^-｜^r,（n^-,k^-）} ∈ N^d ×N^d,k^-≤n^-}-uniformly integrable, we show that ∑（k^-≤n^-）an^-,k^-,Xk^-^（L^r（or a,s,）→0 as ｜n^-｜→∞ In the above, if 0〈r〈1, the random variables are not needed to be independent. If 1≤r〈p≤2, and Banach space valued random variables are independent with mean zero we assume the Banaeh space is of type p. If 1≤r≤p≤2 and Banach space valued random variables are not independent we assume the Banach space is p-smoothable.

ON ALMOST SURE CONVERGENCE OF WEIGHTED SUMS OF RANDOM ELEMENT SEQUENCES

We mainly study the almost sure limiting behavior of weighted sums of the form ∑ni=1 aiXi/bn , where {Xn, n ≥ 1} is an arbitrary Banach space valued random element sequence or Banach space valued martingale difference sequence and {an, n ≥ 1} and {bn,n ≥ 1} are two sequences of positive constants. Some new strong laws of large numbers for such weighted sums are proved under mild conditions.

B值鞅差型阵列的大数定律

主要研究了 B值鞅差型阵列的大数定律 ,并讨论了它们与

B值鞅差序列加权和的收敛性与大数定律

对形如 knj=1anjdj X的加权和 ,其中 { dn X ,n≥ 1}为 B值鞅差序列 ,{ anj}为实值常数阵列 ,在{‖ dj X‖ p关于 { | anj| p }一致可积的条件下建立鞅差序列加权和的收敛性与 Banach空间 p光滑性的关系 ,并给出p光滑

B值鞅差阵列强大数定律的收敛速度

设Ｂ是ｐ阶一致光滑空间，１＜ｐ≤２，Ｘ＝｛Ｘｎｋ，Ｆｎｋ，１≤ｋ≤ｎ，ｎ≥１｝是Ｂ值鞅差阵列且对非负实值随机变量Ｙ尾概率一致有界，若存在α≥１，δ＞０，α＜ｐ＋δ（ｐ－１），使Ｐ（Ｙ＞ｘ）～１ｘα＋δ（ｘ→∞），则对任意的ε＞０，都有∑∞ｎ＝１ｎα－２Ｐ（‖Ｓｎｎｎ‖≥ε）＜∞．其中Ｓｎｎ＝∑ｎｋ＝１Ｘｎｋ（ｎ≥１）

B值鞅差阵列加权和的L^r收敛性与弱大数定律

给出了Ｂ值鞅差阵列加权和在Ｃｅｓａｒｏ一致可积性假设条件下成立的一些极限定理，本文的讨论说明Ｃｅａｒｏ一致可积性在研究加权和的极限定理时是一个很有效的工具，结论推广与改进了若干熟知的重要结果．

B值随机元阵列的完全收敛性

主要在“Cseàro一致可积”的系列条件下研究了 B值随机元阵列的完全收敛性 ,同时用这种收敛性刻划了 Banach空间的几何特征 .

B值随机元阵列的弱大数定律

在“Cesàro一致可积”系列条件下研究了 B值随机元阵列的弱大数定律 。

B值拟鞅差阵列的收敛速度

研究B值拟鞅差阵列的收敛速度,并讨论它们与Banach空间几何特征的依赖关系.

B值随机场的弱大数定律及收敛速度

讨论了多指标B值随机变量族{Xn,n∈Zr+}当1<p≤2时的收敛性,得到了它的弱大数定律及其收敛速度.