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Teoriya Veroyatnostei i ee Primeneniya, 1983, Volume 28, Issue 2, Pages 354–358
(Mi tvp2299)
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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
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
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
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https://www.mathnet.ru/eng/tvp2299 https://www.mathnet.ru/eng/tvp/v28/i2/p354
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Abstract page: | 264 | Full-text PDF : | 87 | First page: | 1 |
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