DOI QR코드

DOI QR Code

ON COMPLETE CONVERGENCE FOR WEIGHTED SUMS OF COORDINATEWISE NEGATIVELY ASSOCIATED RANDOM VECTORS IN HILBERT SPACES

  • Received : 2021.07.11
  • Accepted : 2021.11.08
  • Published : 2022.07.31

Abstract

This paper establishes the Baum-Katz type theorem and the Marcinkiewicz-Zymund type strong law of large numbers for sequences of coordinatewise negatively associated and identically distributed random vectors {X, Xn, n ≥ 1} taking values in a Hilbert space H with general normalizing constants $b_n=n^{\alpha}{\tilde{L}}(n^{\alpha})$, where ${\tilde{L}}({\cdot})$ is the de Bruijn conjugate of a slowly varying function L(·). The main result extends and unifies many results in the literature. The sharpness of the result is illustrated by two examples.

Keywords

References

  1. A. Adler, A. Rosalsky, and A. I. Volodin, Weak laws with random indices for arrays of random elements in Rademacher type p Banach spaces, J. Theoret. Probab. 10 (1997), no. 3, 605-623. https://doi.org/10.1023/A:1022645526197
  2. V. T. N. Anh and N. T. T. Hien, On the weak laws of large numbers for weighted sums of dependent identically distributed random vectors in Hilbert spaces, Rend. Circ. Mat. Palermo (2) 70 (2021), no. 3, 1245-1256. https://doi.org/10.1007/s12215-020-00555-w
  3. V. T. N. Anh, N. T. T. Hien, L. V. Thanh, and V. T. H. Van, The Marcinkiewicz-Zygmund-type strong law of large numbers with general normalizing sequences, J. Theoret. Probab. 34 (2021), no. 1, 331-348. https://doi.org/10.1007/s10959-019-00973-2
  4. N. H. Bingham, C. M. Goldie, and J. L. Teugels, Regular variation, Encyclopedia of Mathematics and its Applications, 27, Cambridge University Press, Cambridge, 1989.
  5. R. M. Burton, A. R. Dabrowski, and H. Dehling, An invariance principle for weakly associated random vectors, Stochastic Process. Appl. 23 (1986), no. 2, 301-306. https://doi.org/10.1016/0304-4149(86)90043-8
  6. P. Chen, T.-C. Hu, and A. Volodin, Limiting behaviour of moving average processes under negative association assumption, Theory Probab. Math. Statist. (2008), No. 77, 165-176; translated from Teor. Imovir. Mat. Stat. (2007), No. 77 149-160. https://doi.org/10.1090/S0094-9000-09-00755-8
  7. P. Chen and S. H. Sung, On the strong convergence for weighted sums of negatively associated random variables, Statist. Probab. Lett. 92 (2014), 45-52. https://doi.org/10.1016/j.spl.2014.04.028
  8. A. R. Dabrowski and H. Dehling, A Berry-Esseen theorem and a functional law of the iterated logarithm for weakly associated random vectors, Stochastic Process. Appl. 30 (1988), no. 2, 277-289. https://doi.org/10.1016/0304-4149(88)90089-0
  9. J. Galambos and E. Seneta, Regularly varying sequences, Proc. Amer. Math. Soc. 41 (1973), 110-116. https://doi.org/10.2307/2038824
  10. N. T. T. Hien and L. V. Thanh, On the weak laws of large numbers for sums of negatively associated random vectors in Hilbert spaces, Statist. Probab. Lett. 107 (2015), 236-245. https://doi.org/10.1016/j.spl.2015.08.030
  11. N. T. T. Hien, L. V. Thanh, and V. T. H. Van, On the negative dependence in Hilbert spaces with applications, Appl. Math. 64 (2019), no. 1, 45-59. https://doi.org/10.21136/AM.2018.0060-18
  12. D. H. Hong, M. Ordonez Cabrera, S. H. Sung, and A. I. Volodin, On the weak law for randomly indexed partial sums for arrays of random elements in martingale type p Banach spaces, Statist. Probab. Lett. 46 (2000), no. 2, 177-185. https://doi.org/10.1016/S0167-7152(99)00103-0
  13. D. Hu, P. Chen, and S. H. Sung, Strong laws for weighted sums of ψ-mixing random variables and applications in errors-in-variables regression models, TEST 26 (2017), no. 3, 600-617. https://doi.org/10.1007/s11749-017-0526-6
  14. T.-C. Hu, A. Rosalsky, A. Volodin, and S. Zhang, A complete convergence theorem for row sums from arrays of rowwise independent random elements in Rademacher type p Banach spaces. II, Stoch. Anal. Appl. 39 (2021), no. 1, 177-193. https://doi.org/10.1080/07362994.2020.1791721
  15. N. V. Huan, N. V. Quang, and N. T. Thuan, Baum-Katz type theorems for coordinate-wise negatively associated random vectors in Hilbert spaces, Acta Math. Hungar. 144 (2014), no. 1, 132-149. https://doi.org/10.1007/s10474-014-0424-2
  16. K. Joag-Dev and F. Proschan, Negative association of random variables, with applications, Ann. Statist. 11 (1983), no. 1, 286-295. https://doi.org/10.1214/aos/1176346079
  17. H.-C. Kim, The weak laws of large numbers for sums of asymptotically almost negatively associated random vectors in Hilbert spaces, J. Chungcheong Math. Soc. 32 (2019), no. 3, 327-336. https://doi.org/10.14403/jcms.2019.32.3.327
  18. M.-H. Ko, T.-S. Kim, and K.-H. Han, A note on the almost sure convergence for dependent random variables in a Hilbert space, J. Theoret. Probab. 22 (2009), no. 2, 506-513. https://doi.org/10.1007/s10959-008-0144-z
  19. D. V. Le, S. C. Ta, and C. M. Tran, Weak laws of large numbers for weighted coordinatewise pairwise NQD random vectors in Hilbert spaces, J. Korean Math. Soc. 56 (2019), no. 2, 457-473. https://doi.org/10.4134/JKMS.j180217
  20. M. Ledoux and M. Talagrand, Probability in Banach spaces, reprint of the 1991 edition, Classics in Mathematics, Springer-Verlag, Berlin, 2011.
  21. M. B. Marcus and W. A. Woyczynski, Stable measures and central limit theorems in spaces of stable type, Trans. Amer. Math. Soc. 251 (1979), 71-102. https://doi.org/10.2307/1998684
  22. Y. Miao, J. Mu, and J. Xu, An analogue for Marcinkiewicz-Zygmund strong law of negatively associated random variables, Rev. R. Acad. Cienc. Exactas Fis. Nat. Ser. A Mat. RACSAM 111 (2017), no. 3, 697-705. https://doi.org/10.1007/s13398-016-0320-4
  23. V. V. Petrov, A note on the Borel-Cantelli lemma, Statist. Probab. Lett. 58 (2002), no. 3, 283-286. https://doi.org/10.1016/S0167-7152(02)00113-X
  24. V. Pipiras and M. S. Taqqu, Long-range dependence and self-similarity, Cambridge Series in Statistical and Probabilistic Mathematics,, Cambridge University Press, Cambridge, 2017.
  25. G. Pisier, Martingales in Banach spaces, Cambridge Studies in Advanced Mathematics, 155, Cambridge University Press, Cambridge, 2016.
  26. A. Rosalsky and L. V. Thanh, Strong and weak laws of large numbers for double sums of independent random elements in Rademacher type p Banach spaces, Stoch. Anal. Appl. 24 (2006), no. 6, 1097-1117. https://doi.org/10.1080/07362990600958770
  27. A. Rosalsky and L. V. Thanh, Weak laws of large numbers of double sums of independent random elements in Rademacher type p and stable type p Banach spaces, Nonlinear Anal. 71 (2009), no. 12, e1065-e1074. https://doi.org/10.1016/j.na.2009.01.094
  28. A. Rosalsky, L. V. Thanh, and A. I. Volodin, On complete convergence in mean of normed sums of independent random elements in Banach spaces, Stoch. Anal. Appl. 24 (2006), no. 1, 23-35. https://doi.org/10.1080/07362990500397319
  29. E. Seneta, Regularly varying functions, Lecture Notes in Mathematics, Vol. 508, Springer-Verlag, Berlin, 1976.
  30. S. H. Sung, On the strong convergence for weighted sums of random variables, Statist. Papers 52 (2011), no. 2, 447-454. https://doi.org/10.1007/s00362-009-0241-9
  31. L. V. Thanh, On the almost sure convergence for dependent random vectors in Hilbert spaces, Acta Math. Hungar. 139 (2013), no. 3, 276-285. https://doi.org/10.1007/s10474-012-0275-7
  32. L. V. Th'anh, On the Baum-Katz theorem for sequences of pairwise independent random variables with regularly varying normalizing constants, C. R. Math. Acad. Sci. Paris 358 (2020), no. 11-12, 1231-1238. https://doi.org/10.5802/crmath.139
  33. L. V. Th'anh and G. Yin, Almost sure and complete convergence of randomly weighted sums of independent random elements in Banach spaces, Taiwanese J. Math. 15 (2011), no. 4, 1759-1781. https://doi.org/10.11650/twjm/1500406378
  34. X. Wang and S. Hu, Some Baum-Katz type results for φ-mixing random variables with different distributions, Rev. R. Acad. Cienc. Exactas Fis. Nat. Ser. A Mat. RACSAM 106 (2012), no. 2, 321-331. https://doi.org/10.1007/s13398-011-0056-0
  35. X. Wang, S. H. Hu, and A. I. Volodin, Moment inequalities for m-NOD random variables and their applications, Theory Probab. Appl. 62 (2018), no. 3, 471-490; translated from Teor. Veroyatn. Primen. 62 (2017), no. 3, 587-609. https://doi.org/10.4213/tvp5123
  36. X. Wang, X. Li, and S. Hu, Complete convergence of weighted sums for arrays of rowwise φ-mixing random variables, Appl. Math. 59 (2014), no. 5, 589-607. https://doi.org/10.1007/s10492-014-0073-3
  37. X. Wang, C. Xu, T. Hu, A. Volodin, and S. Hu, On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models, TEST 23 (2014), no. 3, 607-629. https://doi.org/10.1007/s11749-014-0365-7
  38. Y. Wu, F. Zhang, and X. Wang, Convergence properties for weighted sums of weakly dependent random vectors in Hilbert spaces, Stochastics 92 (2020), no. 5, 716-731. https://doi.org/10.1080/17442508.2019.1652607