Startseite Mathematik On the von Bahr–Esseen inequality for pairwise independent random vectors in Hilbert spaces with applications to mean convergence
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On the von Bahr–Esseen inequality for pairwise independent random vectors in Hilbert spaces with applications to mean convergence

  • Nguyen Chi Dzung und Nguyen Thi Thanh Hien EMAIL logo
Veröffentlicht/Copyright: 13. Mai 2024
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Abstract

In this correspondence, we prove the von Bahr–Esseen moment inequality for pairwise independent random vectors in Hilbert spaces. Our constant in the von Bahr–Esseen moment inequality is better than that obtained for the real-valued random variables by Chen et al. [The von Bahr–Esseen moment inequality for pairwise independent random variables and applications, J. Math. Anal. Appl. 419 (2014), 1290–1302], and Chen and Sung [Generalized Marcinkiewicz–Zygmund type inequalities for random variables and applications, J. Math. Inequal. 10(3) (2016), 837–848]. The result is then applied to obtain mean convergence theorems for triangular arrays of rowwise and pairwise independent random vectors in Hilbert spaces. Some results in the literature are extended.

MSC 2010: 60F25; 60B12

The research of the second author (N. T. T. Hien) was partly supported by the Ministry of Education and Training, grant no. B2022-TDV-01.


  1. Communicated by Gejza Wimmer

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Received: 2022-10-08
Accepted: 2023-02-06
Published Online: 2024-05-13
Published in Print: 2024-02-26

© 2024 Mathematical Institute Slovak Academy of Sciences

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