On conditional compactly uniform pth-order integrability of random elements in Banach spaces

Abstract

The notion of conditional compactly uniform pth-order integrability of an array of random elements in a separable Banach space concerning an array of random variables and relative to a sequence of σ-algebras is introduced and characterized. We state a conditional law for randomly weighted sums of random elements in a Banach space with the bounded approximation property, and we prove that, under the introduced condition, the problem can be reduced to a similar problem for random elements in a finite-dimensional space.