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Some limit theorems for weighted sums of random variable fields
Authors:Gan Shixin  Chen Pingyan
Affiliation:(1) School of Mathematics and Statistics, Wuhan University, 430072 Wuhan Hubei, China;(2) Department of Mathematics, Jinan University, 510630 Guangzhou Guangdong, China
Abstract:
Let 
$${ X_{overline n } ,overline n  in N^d } $$
be a field of Banach space valued random variables, O<r<p≤2 and 
$${ a_{overline n ,overline k } ,(overline n ,overline k  in N^d  times N^d ,overline k  leqslant overline n } $$
a triangular array of real numbers, whereN d is thed-dimensional lattice (d≥1). Under the minimal condition that 
$${ ||X_{overline n } ||^r ,overline n  in N^d } $$
is 
$${ |a_{overline n ,overline k } |^r ,(overline n ,overline k )}  in N^d  times N^d ,overline k  leqslant overline n } $$
integrable, we show that 
$$sumlimits_{_{overline k  leqslant overline n } } {a_{overline n ,overline k } } X_{overline k } underrightarrow {{text{(or a}}{text{.s)}}}$$
0 as 
$$|overline n | to infty $$
. In the above if 0<r<1, the random variables are not needed to be independent. If 1≤r<p≤2, and Banach space valued random variables are independent with mean zero we assume the Banach space is of typep. If 1≤r<p≤2 and Banach space valued random variables are not independent we assume the Banach space isp-smoothable. Foundation item: Supported by the National Natural Science Foundation of China(10071058) Biography: GAN Shixin(1939-), male, Professor, research direction martingale theory, probability limiting theory and Banach space geometry theory.
Keywords:Banach space of type p  multidimensional index  strong law of large numbers  Lr convergence  weighted sums of random variable fields  martingale difference array
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