Abstract:
Let 0<α<2 and let Bα be an arbitrary Banach space if 0<α⩽1 and Bα be an α-type space if 1<α<2 (definition of α-type space see [1]); let Bα be separable when α⩾1. Without loss of generality we suppose that EX=0 if E‖ 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 0a. 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}\}<\inftyfor every\varepsilon>0.
Citation:
T. A. Azlarov, N. A. Volodin, “The laws of large numbers for identically distributed Banach space valued random variables”, Teor. Veroyatnost. i Primenen., 26:3 (1981), 584–590; Theory Probab. Appl., 26:3 (1982), 573–580
\Bibitem{AzlVol81}
\by T.~A.~Azlarov, N.~A.~Volodin
\paper The laws of large numbers for identically distributed Banach space valued random variables
\jour Teor. Veroyatnost. i Primenen.
\yr 1981
\vol 26
\issue 3
\pages 584--590
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\transl
\jour Theory Probab. Appl.
\yr 1982
\vol 26
\issue 3
\pages 573--580
\crossref{https://doi.org/10.1137/1126062}
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