On the Law of Large Numbers in 2-Uniformly Smooth Banach Spaces

Abstract

In this paper we extend the Kolmogorov strong law of large numbers to random variables taking their values in a 2-uniformly smooth Banach space $(B, \| \|)$. In our result, the convergence of the classical series of variances is replaced by the convergence of the series having general term $\sup\{Ef^2(X_n)/n^2: \|f\|_{B'} \leq 1\}.$