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Generalized Marcinkiewicz laws for weighted dependent random vectors in Hilbert spaces
T. C. Sona, L. V. Dungb, D. T. Datc, T. T. Trangd a Vietnam National University, Hanoi University of Science, Hanoi, Vietnam
b The University of Da Nang – University of Science and Education, Da Nang, Vietnam
c Department of Statistics, University of Michigan, Ann Arbor, MI, USA
d Department of Mathematics, University of Alabama, Tuscaloosa, AL, USA
Abstract:
The aim of this paper is to apply the theory of regularly varying functions for studying Marcinkiewicz weak and strong laws of large numbers for the weighted sum $S_n=\sum_{j=1}^{m_n}c_{nj}X_j$, where $(X_n;\, n\geq 1)$ is a sequence of dependent random vectors in Hilbert spaces, and $(c_{nj})$ is an array of real numbers. Moreover, these results are applied to obtain some results on the convergence of multivariate Pareto–Zipf distributions and multivariate log-gamma distributions.
Keywords:
Marcinkiewicz laws of large numbers, dependent random vectors, Hilbert spaces, weighted sums.
Received: 10.03.2020 Revised: 22.10.2021
Citation:
T. C. Son, L. V. Dung, D. T. Dat, T. T. Trang, “Generalized Marcinkiewicz laws for weighted dependent random vectors in Hilbert spaces”, Teor. Veroyatnost. i Primenen., 67:3 (2022), 541–562; Theory Probab. Appl., 67:3 (2022), 434–451
Linking options:
https://www.mathnet.ru/eng/tvp5436https://doi.org/10.4213/tvp5436 https://www.mathnet.ru/eng/tvp/v67/i3/p541
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Abstract page: | 200 | Full-text PDF : | 29 | References: | 89 | First page: | 11 |
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