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Teoriya Veroyatnostei i ee Primeneniya, 1983, Volume 28, Issue 2, Pages 354–358 (Mi tvp2299)  

This article is cited in 2 scientific papers (total in 2 papers)

Short Communications

On sums of random vectors with values in a Hilbert space

Yu. V. Prohorov

Moscow
Full-text PDF (569 kB) Citations (2)
Abstract: Let $H$ be a separable Hilbert space and $X_1,X_2,\dots$ be a sequence of independent random vectors with values in $H$ and with a common symmetric probability distribution $R$. Let $S_n=X_1+X_2+\dots+X_n$. We prove that there exists $R$ such that for some $b_n>0$
$$ \|S_n|^2b_n^{-1}\to 1\qquad\text{in probability.} $$

There exist no such $R$ in linite-dimensional case, but in general infinite-dimensional case $\|S_n\|^2b_n^{-1}$ may converge to 1 with probability 1.
Received: 25.01.1983
English version:
Theory of Probability and its Applications, 1984, Volume 28, Issue 2, Pages 375–379
DOI: https://doi.org/10.1137/1128029
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: Yu. V. Prohorov, “On sums of random vectors with values in a Hilbert space”, Teor. Veroyatnost. i Primenen., 28:2 (1983), 354–358; Theory Probab. Appl., 28:2 (1984), 375–379
Citation in format AMSBIB
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\by Yu.~V.~Prohorov
\paper On sums of random vectors with values in a~Hilbert space
\jour Teor. Veroyatnost. i Primenen.
\yr 1983
\vol 28
\issue 2
\pages 354--358
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\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=700214}
\zmath{https://zbmath.org/?q=an:0533.60008|0509.60011}
\transl
\jour Theory Probab. Appl.
\yr 1984
\vol 28
\issue 2
\pages 375--379
\crossref{https://doi.org/10.1137/1128029}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1984SS85900009}
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  • https://www.mathnet.ru/eng/tvp/v28/i2/p354
  • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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