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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1983 Volume 28, Issue 2, Pages 354–358 (Mi tvp2299)

This article is cited in 2 papers

Short Communications

On sums of random vectors with values in a Hilbert space

Yu. V. Prohorov

Moscow

Abstract: Let $H$ be a separable Hilbert space and $X_1,X_2,\dots$ be a sequence of independent random vectors with values in $H$ and with a common symmetric probability distribution $R$. Let $S_n=X_1+X_2+\dots+X_n$. We prove that there exists $R$ such that for some $b_n>0$
$$ \|S_n|^2b_n^{-1}\to 1\qquad\text{in probability.} $$

There exist no such $R$ in linite-dimensional case, but in general infinite-dimensional case $\|S_n\|^2b_n^{-1}$ may converge to 1 with probability 1.

Received: 25.01.1983


 English version:
Theory of Probability and its Applications, 1984, 28:2, 375–379

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