Precise asymptotics for complete moment convergence in Hilbert spaces

被引:0
|
作者
Fu, Keang [1 ]
Chen, Juan [1 ]
机构
[1] Zhejiang Gongshang Univ, Sch Math & Stat, Hangzhou 310018, Zhejiang, Peoples R China
来源
PROCEEDINGS OF THE INDIAN ACADEMY OF SCIENCES-MATHEMATICAL SCIENCES | 2012年 / 122卷 / 01期
基金
中国国家自然科学基金;
关键词
Complete convergence; complete moment convergence; convergence rates; Hilbert spaces; precise asymptotics; LAW; RATES;
D O I
10.1007/s12044-012-0052-0
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
Let {X, X-n; n >= 1} be a sequence of i.i.d, random variables taking values in a real separable Hilbert space (H, parallel to.parallel to) with covariance operator Sigma. Set S-n = Sigma(n)(i=1) X-i, n >= 1. We prove that for 1 < p < 2 and r > 1 + p/2, lim(epsilon SE arrow 0)epsilon((2r-p-2)/(2-p)) Sigma(infinity)(n=1)n(r/p-2-1/p)E{parallel to S-n parallel to-sigma epsilon n(1/p)}+ =sigma(-(2r-2-p)/(2-p))p(2-p)/(r-p)(2r-p-2)E parallel to gamma parallel to(2(r-p)/(2-p)), where gamma is a Gaussian random variable taking value in a real separable Hilbert space with mean zero and covariance operator Sigma, and sigma(2) is the largest eigenvalue of Sigma.
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页码:87 / 97
页数:11
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