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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1981 Volume 26, Issue 3, Pages 584–590 (Mi tvp2603)

This article is cited in 15 papers

The laws of large numbers for identically distributed Banach space valued random variables

T. A. Azlarov, N. A. Volodin

Taškent

Abstract: Let $0<\alpha<2$ and let $B_{\alpha}$ be an arbitrary Banach space if $0<\alpha\le 1$ and $B_{\alpha}$ be an $\alpha$-type space if $1<\alpha<2$ (definition of $\alpha$-type space see [1]); let $B_{\alpha}$ be separable when $\alpha\ge 1$. Without loss of generality we suppose that $\mathbf EX=0$ if $\mathbf E\|X\|<\infty$ where $X$ is Banach space valued random variable.
Theorem.{\it Let $0<\alpha<2$ and $\{X_n\}$ be a sequence of independent identically distributed $B_{\alpha}$-valued random variables, $S_n=X_1+\dots+X_n$. The following conditions are equivalent.}
I. $\mathbf E\|X_1\|^\alpha<\infty$.
II. $\|n^{-1/\alpha}S_n\|\to 0$ a. s., $n\to\infty$.
III. $\mathbf E\|S_n\|^{\alpha}=o(n)$, $n\to\infty$.
IV. $\displaystyle\sum_{n=1}^{\infty} n^{-1}\mathbf P\{\|S_n\|>\varepsilon n^{1/\alpha}\}<\infty$ for every $\varepsilon>0$.

Received: 06.02.1979


 English version:
Theory of Probability and its Applications, 1982, 26:3, 573–580

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