Rates of convergence for the Nummelin conditional weak law of large numbers

J. Kuelbs and A. Meda

Stochastic Processes and their Applications, 2002, vol. 98, issue 2, 229-252

Abstract: Let (B,[short parallel]·[short parallel]) be a real separable Banach space of dimension 1[less-than-or-equals, slant]d[less-than-or-equals, slant][infinity], and assume X,X1,X2,... are i.i.d. B valued random vectors with law and mean . Nummelin's conditional weak law of large numbers establishes that under suitable conditions on (D[subset of]B,[mu]) and for every [var epsilon]>0, limn P([short parallel]Sn/n-a0[short parallel]

Keywords: Large; deviation; probabilities; Dominating; points; Nummelin's; conditional; law; of; large; numbers; Rates; of; convergence; Conditional; limit; theorems; Gibbs; conditioning; principle (search for similar items in EconPapers)
Date: 2002
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