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This article is cited in 3 scientific papers (total in 3 papers)
The strong law of large numbers for triangular array scheme of conditional distributions of stable elliptically contoured measures
S. Ya. Shatskikh Samara State University
Abstract:
This paper deals with conditional distributions of stable elliptically contoured measures on real separable Hilbert space. We consider projections of these measures on an increasing sequence of finite-dimensional linear subspaces spanned by initial elements of orthonormal basis. It is shown that the asymptotic properties of corresponding conditional distributions depends on a choice of a basis of Hilbert space. We give sufficient conditions of a choice of a basis when triangular array schemes of conditional distributions (in a certain sense) obey the strong law of large numbers.
Keywords:
stable elliptically contoured measures, conditional distributions, orthonormal basis, Schoenberg representation, equivalent Gaussian measures, regular operators, almost everywhere convergence.
Received: 08.02.2001 Revised: 15.10.2003
Citation:
S. Ya. Shatskikh, “The strong law of large numbers for triangular array scheme of conditional distributions of stable elliptically contoured measures”, Teor. Veroyatnost. i Primenen., 50:2 (2005), 292–311; Theory Probab. Appl., 50:2 (2006), 248–264
Linking options:
https://www.mathnet.ru/eng/tvp108https://doi.org/10.4213/tvp108 https://www.mathnet.ru/eng/tvp/v50/i2/p292
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