Volume 2008, Article ID 948195,12pages doi:10.1155/2008/948195
Research Article
Summability of Double Independent Random Variables
Richard F. Patterson1 and Ekrem Savas¸2
1Department of Mathematics and Statistics, University of North Florida, 1 UNF Drive, Jacksonville, FL 32224, USA
2Department of Mathematics, Istanbul commerce University, Uskudar, 34672 Istanbul, Turkey
Correspondence should be addressed to Richard F. Patterson,[email protected] Received 21 May 2008; Accepted 1 July 2008
Recommended by Jewgeni Dshalalow
We will examine double sequence to double sequence transformation of independent identically distribution random variables with respect to four-dimensional summability matrix methods.
The main goal of this paper is the presentation of the following theorem. If maxk,l|am,n,k,l| maxk,l|am,kan,l| Om−γ1On−γ2,γ1, γ2 > 0, thenE|X˘|11/γ1 < ∞andE|X˘˘|11/γ2 <∞imply that Ym,n→μalmost sure P-convergence.
Copyrightq2008 R. F. Patterson and E. Savas¸. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
1. Introduction
Let Xk,lbe a factorable double sequence of independent, identically distributed random variables withE|Xk,l|<∞andEXk,l μ. LetAam,n,k,lbe a factorable double sequence to double sequence transformation defined as
Axm,n ∞,∞
k,l1,1
am,n,k,lxk,l. 1.1
These factorable sequences and matrices will be used to characterize such transformations with respect to Robison and Hamilton-type conditions see 1, 2. That is,regularity conditions of the following type. The four-dimensional matrixAis RH-regular if and only if
RH1: P-limm,nam,n,k,l0 for eachkandl;
RH2: P-limm,n
k,lam,n,k,l1;
RH3: P-limm,n
k|am,n,k,l|0 for eachl;
RH4: P-limm,n
l|am,n,k,l|0 for eachk;
RH5:
k,l|am,n,k,l|is P-convergent; and
RH6: there exist positive numbersAandBsuch that
k,l>B|am,n,k,l|< A.
Throughout this paper, we will denote ∞,∞
k,l1,1am,n,k,lXk,l by Ym,n and examine Ym,n with respect to the Pringsheim converges. To accomplish this goal, we begin by presenting and prove the following theorem. A necessary and sufficient condition thatYm,n Y˘mY˘˘n P-converges to μ in probability is that maxk,l|am,n,k,l| maxk,l|am,kan,l| converges to 0 in the Pringsheim sense. This theorem and other similar to it will be used in the pursuit of establishing the following. If maxk,l|am,n,k,l| maxk,l|am,kan,l| Om−γ1On−γ2,γ1, γ2 > 0, then
E|X|˘ 11/γ1 <∞, E|X|˘˘ 11/γ2 <∞ 1.2 implies thatYm,n→μalmost sure P-convergence.
2. Definitions, notations, and preliminary results
Let us begin by presenting Pringsheim’s notions of convergence and divergence of double sequences.
Definition 2.1see3. A double sequencex xk,lhas Pringsheim limitLdenoted by P- limx Lprovided that given > 0 there existsN ∈ N such that|xk,l−L| < whenever k, l > N. We will describe such anxmore briefly as “P-convergent.”
Definition 2.2. A double sequencexis called definite divergent, if for everyarbitrarily large G >0 there exist two natural numbersn1andn2such that|xn,k|> Gforn≥n1, k≥n2.
Throughout this paper, we will also denote∞,∞
k,l1,1 by
k,l. Using these definitions, Robison and Hamilton presented a series of concepts and matrix characterization of P-convergence. The first definition they both presented was the following. The four- dimensional matrix A is said to be RH-regular if it maps every bounded P-convergent sequence into a P-convergent sequence with the same P-limit. The assumption of bounded- ness was made because a double sequence which is P-convergent is not necessarily bounded.
They both independently presented the following Silverman-Toeplitz type characterization of RH-regularity4,5.
Theorem 2.3. The four-dimensional matrixAis RH-regular if and only if RH1: P-limm,nam,n,k,l0 for eachkandl;
RH2: P-limm,n
k,lam,n,k,l1;
RH3: P-limm,n
k|am,n,k,l|0 for eachl;
RH4: P-limm,n
l|am,n,k,l|0 for eachk;
RH5:
k,l|am,n,k,l|is P-convergent; and
RH6: there exist positive numbersAandBsuch that
k,l>B|am,n,k,l|< A.
Following Robison and Hamilton work, Patterson in6presented the following two notions of subsequence of a double sequence.
Definition 2.4. The double sequenceyis a double subsequence of the sequencexprovided that there exist two increasing double index sequences{nj}and{kj}such that ifzj xnj,kj,
thenyis formed by
z1 z2 z5 z10
z4 z3 z6 — z9 z8 z7 —
— — — —.
2.1
Definition 2.5 Patterson 6. A number β is called a Pringsheim limit point of the double sequencexprovided that there exists a subsequenceyofxthat has Pringsheim limit β: P-limy β.
Using these definitions, Patterson presented a series of four-dimensional matrix characterizations of such sequence spaces. Let{xk,l} be a double sequence of real numbers and, for eachn, letαn supn{xk,l :k, l ≥ n}. Patterson7also extended the above notions with the presentation of the following. The Pringsheim limit superior of x is defined as follows:
1ifα ∞for each n, then P-lim supx: ∞;
2ifα <∞for somen, then P-lim supx:infn{αn}.
Similarly, letβn infn{xk,l : k, l ≥ n}. Then the Pringsheim limit inferior ofxis defined as follows:
1ifβn−∞for each n, then P-lim infx:−∞;
2ifβn>−∞for somen, then P-lim infx:supn{βn}.
3. Main result
The analysis of double sequences of random variables via four-dimensional matrix transformations begins with the following theorem. However, it should be noted that the relationship between our main theorem that is stated above and the next four theorems will be apparent in their statements and proofs.
Theorem 3.1. A necessary and sufficient condition thatYm,nY˘mY˘˘nP-converges toμin probability is that maxk,l|am,n,k,l|maxk,l|am,kan,l|converges to 0 in the Pringsheim sense.
Proof. First, note that
lim˘ T→∞
TP˘ |X| ≥˘ T˘ 0, lim
T→∞˘˘
TP˘˘ |X| ≥˘˘ T˘˘ 0 3.1
becauseE|X|˘ <∞andE|X|˘˘ <∞. LetT T˘T,˘˘ Xm,n,k,l X˘m,kX˘˘n,l,am,n,k,lXk,l am,kX˘kan,lX˘˘l, and Zm,n Z˘mZ˘˘n
k,lXm,n,k,l. For sufficiently largemandn and since maxk,l|am,n,k,l|is
a P-null sequence, it follows from3.1that PZm,n/Ym,n≤
k,l
PXm,n,k,l/am,n,k,lXk,l
k,l
P
|X| ≥˘ 1
|am,k|;|X| ≥˘˘ 1
|an,l|
≤
k,l
|am,n,k,l|
≤M,
3.2
whereMis define by RH6of regularity conditions. Therefore, it suffices to show that P-lim
m,nZm,nμin probability. 3.3
Observe that
EZm,n−μ
k,l
am,n,k,l
|x|<1/|a˘ m,k|x d˘ F˘
|x|<1/|a˘˘ n,l|x d˘˘ F˘˘−μ
μ
k,l
am,n,k,l−1
, 3.4
which is a P-null sequence. Since 1
T˘T˘˘
|˘x|<T˘
|x|<˘˘ T˘˘
˘
x2x˘˘2dF d˘ F˘˘ 1 T˘T˘˘
{−T˘2P|X| ≥˘ T˘·−T˘˘2P|X| ≥˘˘ T˘˘}
1 T˘T˘˘
2
T˘
0
˘
xP|X˘| ≥xd˘ x˘·2 T˘˘
0
˘˘
xP|X| ≥˘˘ xd˘˘ x˘˘
3.5
is a P-null sequence with respect toT, we have
k,l
VarXm,n,k,l≤
k,l
|am,n,k,l|2
|x|<1/|a˘ m,k|x˘2dF˘
|x|<1/|a˘˘ n,l|x˘˘2dF˘˘ ≤
k,l
|am,n,k,l| ≤M 3.6
formandnsufficiently large, whereFF˘F˘˘andxx˘x. It is also clear that˘˘ E
k,lxm,n,k,l2is finite. Thus,
k,l
VarXm,n,k,lVar
k,l
Xm,n,k,l
3.7 is finite. The result clearly follows from the Chebyshev’s inequality. Thus, the sufficiency is proved.
Now, let us consider the necessary part of this theorem. Similar to Pruitt’s notation8, letUk,l Xk,l−μand consider the transformationTm,n
k,lam,n,k,lUk,l. Our goal become showing thatTm,nP-converges in probability to 0. Which imply thatTm,nP-converges in law to 0. Let us consider the characteristic function ofTm,n,that is,
EeuTm,n Eeuk,lam,n,k,lUk,l EΠk,leuam,n,k,lUk,l Πk,lEeuam,n,k,lUk,l: Πk,lguam,n,k,l. 3.8
Observe that
P-lim
m,n{Πk,lguam,n,k,l}1. 3.9
Because
|Πk,lguam,n,k,l| ≤ |guam,n,k,l| ≤1 3.10
for allm, nwe have that
P-lim
m,nguam,n,k,l 1 3.11
for allk, l. Clearly, there existsu0such that|guam,n,k,l|<1 for 0<|u|< u0. Letuu0/2M then there exists a double subsequenceam,n,km,lnsuch that
|uam,n,km,ln| ≤Mu u0
2 . 3.12
Thus P-limm,nuam,n,km,ln 0. Therefore, clearly we can choosekm, lnsuch that
|am,n,km,ln|max
k,l |am,n,k,l|. 3.13
Theorem 3.2. If E|X|˘ 11/γ1 < ∞, E|X|˘˘ 11/γ2 < ∞, and maxk,l|am,n,k,l| maxk|am,k| · maxl|an,l| ≤Bm˘ −γ1Bn˘˘ −γ2,then for every >0
m,n
P|am,n,k,lXk,l| ≥for somek, l<∞, 3.14
that is,
m,n
P|am,kX˘k| ≥;|an,lX˘˘l| ≥for somek, l<∞. 3.15
Proof. Let
Nm,nx Nm,nx˘x ˘˘
{k,l:1/|am,k|≤x; 1/|a˘ n,l|≤x}˘˘
|am,n,k,l|. 3.16
Notex x˘x, and observe that˘˘ Nm,nx 0 for ˘x < mγ1,x <˘˘ nγ2,and ∞
0 dNm,nx
k,l|am,n,k,l| ≤M. If
Gx P|X| ≥x P|X| ≥˘ xP|˘ X| ≥˘˘ x ˘˘ GxG˘ x,˘˘ 3.17
then xGx converges to 0 in the Pringsheim sense because EX < ∞ and recalled that T T˘T. Therefore,˘˘
k,l
P|am,n,k,lxk,l| ≥1
k,l
G 1
|am,n,k,l|
k,l
1
|am,n,k,l|G 1
|am,n,k,l|
|am,n,k,l|
∞
0
xGxdNm,nx
Nm,nTTGT|∞0|∞0 − ∞
0
Nm,nxdxGx
lim
T→∞Nm,nTTGT−
∞
0
Nm,nxdxGx
≤M
∞
mγ1
∞
nγ2
|dxGx|
M ∞
mγ1
∞
nγ2
|dxG˘ xd˘ xG˘˘ x|.˘˘
3.18
Our goal now is to get an estimate for∞
mγ1
∞
nγ2|dxGx|.To this end observe that, forz < y
yGy−zGz y−zGz yGz−Gy, 3.19
where y − zGz and yGz − Gy are increasing and decreasing functions of y, respectively. Thus
y˘
˘ z
y˘˘
z˘˘
d|xGx| ≤y˘−zG˘ z ˘ yG˘ z˘ −Gy˘ ·y˘˘−zG˘˘ z ˘˘ yG˘˘ z˘˘ −GY˘˘. 3.20
The last inequality grant us the following:
∞
mγ1
∞
nγ2
|dxG˘ xd˘ xG˘˘ x|˘˘
∞,∞
i,jm,n
i1γ1
iγ1
j1γ2
jγ2
|dxG˘ xd˘ xG˘˘ x|˘˘
≤ ∞,∞
i,jm,n
{i1γ1−iγ1Giγ1·j1γ2−jγ2Gjγ2}
∞,∞
i,jm,n
{i1γ1Giγ1−Gi1γ1·j1γ2Gjγ2−Gj1γ2}.
3.21
Therefore, ∞
mγ1
∞
nγ2
|dxG˘ xd˘ xG˘˘ x|˘˘
≤2
∞,∞
i,jm,n
{i1γ1Giγ1−Gi1γ1·j1γ2Gjγ2−Gj1γ2}.
∞ m,n
P|am,n,k,lXk,l| ≥for somek, l
≤∞
m,n
∞ k,l
P|am,n,k,lXk,l| ≥
≤2M
∞,∞
m,n1,1
∞,∞
i,jm,n
{i1γ1Giγ1−Gi1γ1·j1γ2Gjγ2−Gj1γ2} 2M
∞,∞
i,j1,1
{i1γ1Giγ1−Gi1γ1·j1γ2Gjγ2−Gj1γ2}
≤21γ121γ2M
|x|˘11/γ1|x|˘˘11/γ2dF˘ xd˘ F˘˘ x˘˘
<∞.
3.22
Theorem 3.3. Letx andF be define as inTheorem 3.2. If E|X˘|11/γ1 < ∞,E|X|˘˘ 11/γ2 < ∞, and maxk,l|am,n,k,l|maxk|am,k| ·maxl|an,l| ≤Bm˘ −γ1Bn˘˘ −γ2then forα1< γ1/2γ11andα2 < γ2/2γ2 1
m,n
P|am,n,k,lXk,l| ≥mα1nα2 for at least two pairsk, l<∞, 3.23
that is,
m,n
P|am,kX˘k| ≥mα1;|an,lX˘˘l| ≥nα2 for at least two pairsk, l<∞. 3.24
Proof. By Markov’s inequality, we have the following:
m
P|am,kX˘k| ≥mα1≤ |am,k|11/γ1E|x|˘ 11/γ1mα111/γ1,
n
P|an,lX˘˘l| ≥nα2≤ |an,l|11/γ2E|x|˘˘ 11/γ2nα211/γ2.
3.25
Therefore,
m,n
P|am,kX˘k| ≥mα1;|an,lX˘˘l| ≥nα2 for at least two pairsk, l
≤
i /k, j /l
P|am,iX˘i| ≥mα1;|am,kX˘k| ≥mα1;|an,jX˘˘j| ≥nα2;|an,lX˘˘l| ≥nα2
≤E|x|˘11/γ12m2α111/γ1
i /k
|am,i|11/γ1|am,k|11/γ1
·E|x|˘˘11/γ22n2α211/γ2
j /l
|an,j|11/γ2|an,l|11/γ2
≤E|x|˘11/γ12·E|x|˘˘11/γ22B˘2/γ1B˘˘
2/γ2
M4m2−1α111/γ1n2−1α211/γ2,
3.26
which is P-convergent when sum on n and m provided that α1 < γ1/2γ1 1 and α2 <
γ2/2γ21.
Theorem 3.4. LetxandFbe define as inTheorem 3.2. Ifμ 0,E|X˘|11/γ1 <∞,E|X|˘˘ 11/γ2 < ∞, and maxk,l|am,n,k,l|maxk|am,k| ·maxl|an,l| ≤Bm˘ −γ1Bn˘˘ −γ2then for >0
m,n
P
k,l
|am,n,k,lXk,l| ≥
<∞, 3.27
where
k,l
am,n,k,lXk,l
{k:|am,kXk|<m−α1l:|an,lXl|<n−α2}
am,n,k,lXk,l, 3.28
α1< γ1, andα2< γ2. Proof. Let
Xm,n,k,l:
⎧⎪
⎪⎨
⎪⎪
⎩
Xm,k; if|am,kXk|< m−α1, Xn,l; if|an,lXl|< n−α2, 0; otherwise,
3.29
andβm,n,k,lEXm,n,k,l. Ifam,n,k,l 0,thenβm,n,k,lμ0 and ifam,n,k,l/0,then
|βm,n,k,l| μ−
|˘x|≥m−α1|am,k|−1
|x|≥m˘˘ −α2|an,l|−1x dF
≤
|x|≥m˘ −α1B˘−1mγ1
|x|≥n˘˘ −α2B˘˘−1nγ2
|x|dF.
3.30
Therefore, P-limm,nβm,n,k,l0 uniformly ink, land P-limm,n
k,lam,n,k,lβm,n,k,l 0. Let
Zm,n,k,lZm,kZn,lXm,n,k,l−βm,n,k,l, 3.31
so thatEZm,n,k,l 0,E|Zm,k|11/γ1 < c1,andE|Zn,l|11/γ2 < c2 for somec1 and c2. Also
|am,kZm,k| ≤2m−α1and|an,lZn,l| ≤2n−α2. Observe that
k,l
am,n,k,lXk,l
k,l
am,n,k,lXm,n,k,l
k,l
am,n,k,lZm,n,k,l
k,l
am,n,k,lβm,n,k,l. 3.32
Note for sufficiently largemandn
k,l
am,n,k,lXk,l ≥
⊂
k,l
am,n,k,lZm,n,k,l ≥
2
. 3.33
Thus it is sufficient to show that
m,n
P
k,l
|am,n,k,lZm,n,k,l| ≥
<∞. 3.34
Letη1andη2be the least integers greater than 1/γ1and 1/γ2, respectively. Our goal now is to produce an estimate for
E
k
am,kZm,k
2η1
l
an,lZn,l
2η2
. 3.35
Observe that
E
k
am,kZm,k
2η1
l
an,lZn,l 2η2
3.36
is equal to
k1,k2,...,k2p;l1,l2,...,l2q
E 2p
i1
2q j1
am,n,ki,ljZm,n,ki,lj
. 3.37
It happens to be the case thatE
kam,kZm,k2η1
lan,lZn,l2η2is zero ifki, li/kj, ljfori /j because theZm,n,k,l’s are independent andEZm,n,k,l 0. Let us now consider the general term. Thus
p1of theksφ1, . . . , pθ1of theksφθ1, q1 of theksϕ1, . . . , qθ2 of theksϕθ2, r1 of thelsκ1, . . . , rτ1 of thelsκτ1, s1 of thelsω1, . . . , sτ2 of thelsωτ2,
3.38
where 2≤pi≤11/γ1,qj >11/γ1, 2≤rλ≤11/γ2,sχ >11/γ2,
θ1
i1
piθ2
j1
qj2η1,
τ1
λ1
riτ2
χ1
sχ2η2.
3.39
Now let us consider the following expectation:
E
θ1
i1
am,φiZm,φipi·θ2
j1
am,ϕjZm,ϕjqj·τ1
λ1
an,κλZn,κλrλτ2
χ1
an,ωχZn,ωχsχ
≤1c1θ11c2τ1·τ2
χ1
|am,φi|piτ1
λ1
|an,κλ|rλ
·E
θ2
j1
am,ϕjZm,ϕjqj·τ2
χ1
an,ωχZn,ωχsχ
≤1c1θ11c2τ1·θ1
i1
|am,φi|piτ1
λ1
|an,κλ|rλ
·θ2
j1
|am,ϕj|11/γ12m−α1qj−1−1/γ1·τ2
χ1
|an,ωχ|11/γ22n−α2sχ−1−1/γ2
≤1c1θ11c2τ1·θ1
i1
|am,φi||am,φi|pi−1
·τ1
λ1
|an,κλ||an,κλ|rλ−1·θ2
j1
|am,ϕj|11/γ12m−α1qj−1−1/γ1
·τ2
χ1
|an,ωχ|11/γ22n−α2sχ−1−1/γ2
≤1c1θ11c2τ1·θ1
i1
|am,φi|τ1
λ1
|an,κλ|θ2
j1
|am,ϕj|τ2
χ1
|an,ωχ|
·Bm˘ −γ1θi11pi−1θ2/γ12m−α1θj12qj−1−1/γ1
·Bn˘˘ −γ2τλ11 rλ−1τ2/γ22n−α2τχ12 sχ−1−1/γ2,
3.40
wherec1andc2are upper bound forE|Zm,k|andE|Zn,l|, respectively. Now let us examine the negative exponents, that is,
γ1 θ1
i1
pi−1 θ2α1 θ2
j1
qj−1− 1 γ1
,
γ2 τ1
λ1
rλ−1 τ2α2 τ2
χ1
sχ−1− 1 γ2
.
3.41
Observe that, ifθ2andτ2are 1 or large, then
θ2α1
θ2
j1
qj−1− 1 γ1
≥1α1
η1− 1 γ1
,
τ2α2
τ2
χ1
sχ−1− 1 γ2
≥1α2
η2− 1 γ2
,
3.42
respectively. Also isθ2τ20,then
γ1
θ1
i1
pi−1 γ12η1−θ1≥γ1η1≥1γ1
η1− 1 γ1
≥1α1
η1− 1 γ1
,
γ2
τ1
λ1
rλ−1 γ22η2−τ1≥γ2η2≥1γ2
η2− 1 γ2
≥1α2
η2− 1 γ2
.
3.43
Thus the expected value in3.40is bounded by the product of
K1
θ1
i1
|am,φi|θ2
j1
|am,ϕj|m−1−α1η1−1/γ1, K2
τ1
λ1
|an,κλ|τ2
χ1
|an,ωχ|n−1−α2η2−1/γ2,
3.44
whereK1dependent onc1,γ1, ˘B; andc2,γ2,B, respectively.˘˘
Therefore,
E
k
am,kZm,k 2η1
≤K3m−1−α1η2−1/γ1,
E
l
an,lZn,l 2η2
≤K4n−1−α2η2−1/γ2
3.45
for someK3 andK4 which independent onc1,γ1, ˘B,Mandc2,γ2,B,˘˘ M,respectively. With both independent ofm, n. Now the result follows from Markov’s inequality.
Theorem 3.5. If maxk,l|am,n,k,l|maxk,l|am,kan,l|Om−γ1On−γ2,γ1, γ2>0,thenE|X|˘ 11/γ1 <
∞andE|X|˘˘ 11/γ1 <∞implies thatYm,n→μalmost sure P-convergence.
Proof. Observe that
k,l
am,n,k,lXk,l
k,l
am,n,k,lXk,l−μ μ
k,l
am,n,k,l. 3.46
Note the last term P-converge toμbecause of the regularity ofA. We will only consider the case whenμ0. By the Borel-Cantelli lemma, it is sufficient to prove that for >0
m,n
P
k,l
am,n,k,lxk,l ≥
≤ ∞. 3.47
At this point, the proof follows a path identical to Pruitt’s proof using the above theorems and as such, the rest is omitted.
Acknowledgment
This research was completed with the support of The Scientific and Technological Research Council of Turkey while the first author was a visiting scholar at Istanbul Commerce University, Istanbul, Turkey.
References
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