关于B值随机元赋范部分和最大值的矩的若干讨论

SOME DISCUSSIONS ON MOMENTS OF THE MAXIMUM OF NORMED PARTIAL SUMS OF B-VALUED RANDOM ELEMENTS

  • 摘要: 本文讨论 B 值随机元部分和序列的最大值的矩的问题,对 1p 证明了下列叙述的等价性;(i) 存在常数0<C<∞,使对每一个 i.i.d. 零均值且r阶矩存在的B值随机元序列Xn,n≥1,均有 \left(E\left\|\sum_k=1^n \mid X_k\right\|^ r / p\right)^ p / r \leqslant O n^ 1 / p\left(E\left\|X_1\right\|^r\right)^ 1 / r \quad(n >1)(ii) 对每一个 i.i.d. 零均值的 B 值随机元序列 \left\X_n, n >1\right\ ,如果 E \left\|X_1\right\|^r< \infty ,则 \lim _n \rightarrow \infty E\left(\sup_n >n n^ -1 / p \cdot\left\|\sum_i=1^n X_i\right\|\right)^r=0 (iii) 对每一个 i.i.d. 零均值的 B 值随机元序列 \left\X_n, n >1\right\ ,如果 E\left\|X_1\right\|^r< \infty ,则 E\left(\sup _n n^-1 / p \cdot\left\|\sum_k=1^n X_k\right\|\right)^r< \infty

     

    Abstract: In this paper, we disouss problem on moments of the maximum of normed partial sums of B-valued random elements. For 1 \leqslant p< 2 and r>p, we prove the following three propositions are equivalent: (1) There is a constant 0< c< \infty subh that for every sequenoe \left\X_n n \geqslant 1\right\ of i.i.d. B-valued random elements with mean zero and E\left\|X_1\right\|^*< \infty the inequality \left(E\left\|\sum_k=1^n X_k\right\|^r / p\right)^s / r \leqslant O_n^1 / p\left(E\left\|X_1\right\|^r\right)^1 / r \quad(n \geqslant 1) holds. (2) For every sequence \left\X_n, n \geqslant 1\right\ of i.i.d. B-valued random elements with mean zero and E \|\left. X_1\right|^\prime< \infty the relation \lim _k \rightarrow \infty E\left(\sup _n>k n^-1 / p\left\|\sum_i=1^n X_i\right\|\right)^r-0 holds. (3) For every sequence \left\X_n, n \geqslant 1\right\ of i.i.d. B-valued random elements with mean rero and E\left|X_1\right|^r< \infty the relation \left.E\left(\sup n^-1 / p \|\sum_k=1^n X_n\right)\right)^r< \infty nolds.

     

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