Strong convergence of weighted sums of random elements through the equivalence of sequences of distributions

Juan A. Cuesta and Carlos Matrán

Journal of Multivariate Analysis, 1988, vol. 25, issue 2, 311-322

Abstract: The equivalence of sequences of probability measures jointly with the extension of Skorohod's representation theorem due to Blackwell and Dubins is used to obtain strong convergence of weighted sums of random elements in a separable Banach space. Our results include most of the known work on this topic without geometric restrictions on the space. The simple technique developed gives a unified method to extend results on this topic for real random variables to Banach-valued random elements. This technique is also applied to the proof of strong convergence of some statistical functionals.

Keywords: Strong; law; of; large; numbers; pairwise; independence; Glivenko-Cantelli; theorem; equivalence; of; sequences; of; distributions; tightness; in; mean; r-mean; random; elements; in; Banach; spaces; strong; convergence; Skorohod's; representation (search for similar items in EconPapers)
Date: 1988
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Citations: View citations in EconPapers (2)

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