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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2022 Volume 67, Issue 3, Pages 541–562 (Mi tvp5436)

Generalized Marcinkiewicz laws for weighted dependent random vectors in Hilbert spaces

T. C. Sona, L. V. Dungb, D. T. Datc, T. T. Trangd

a Vietnam National University, Hanoi University of Science, Hanoi, Vietnam
b The University of Da Nang – University of Science and Education, Da Nang, Vietnam
c Department of Statistics, University of Michigan, Ann Arbor, MI, USA
d Department of Mathematics, University of Alabama, Tuscaloosa, AL, USA

Abstract: The aim of this paper is to apply the theory of regularly varying functions for studying Marcinkiewicz weak and strong laws of large numbers for the weighted sum $S_n=\sum_{j=1}^{m_n}c_{nj}X_j$, where $(X_n;\, n\geq 1)$ is a sequence of dependent random vectors in Hilbert spaces, and $(c_{nj})$ is an array of real numbers. Moreover, these results are applied to obtain some results on the convergence of multivariate Pareto–Zipf distributions and multivariate log-gamma distributions.

Keywords: Marcinkiewicz laws of large numbers, dependent random vectors, Hilbert spaces, weighted sums.

Received: 10.03.2020
Revised: 22.10.2021

DOI: 10.4213/tvp5436


 English version:
Theory of Probability and its Applications, 2022, 67:3, 434–451

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© Steklov Math. Inst. of RAS, 2024