Convergence in mean of weighted sums of {an,k}-compactly uniformly integrable random elements in Banach spaces

Abstract

The convergence in mean of a weighted sum ka.k(Xk EXk) of random elements in a separable Banach space is studied under a new hypothesis which relates the random elements with their respective weights in the sum: the {a.. }-compactly uniform integrability of {X. }. This condition, which is implied by the tightness of {X,,} and the {a,,k }-uniform integrability of {[IX,, II}, is weaker than the compactly miform integrability of {X,,} and leads to a result of convergence in mean which is strictly stronger than a recent result of Wang, Rao and Deli.