Summability of Sequence of Random Variables

Abstract

In this paper, we study the summability properties of double sequences of real constants which map sequences of random variables to sequences of random variables that are defined on the same probability sample space. We show that a regular method of summability is still regular on sequences of random variables with almost everywhere convergence, almost sure convergence, and with $L_p$-convergence. It is not necessarily regular on sequences of random variables with convergence in probability. We extend these results to random variables with values in extended real numbers (extended real numbers include infinite values, see definitions 2.2 and 2.3). For this we introduce a construction that allows us to multiply sequences of extended real numbers with infinite real matrices.