Integrability of Infinite Sums of Independent Vector-Valued Random Variables

DOI10.2307/1998610zbMath0318.60036OpenAlexW4247484725MaRDI QIDQ4080490

Michael B. Marcus, Naresh C. Jain

Publication date: 1975

Full work available at URL: https://doi.org/10.2307/1998610

Mathematics Subject Classification ID

Gaussian processes (60G15) Probability measures on topological spaces (60B05) Sums of independent random variables; random walks (60G50)

Related Items (19)

Optimal-order bounds on the rate of convergence to normality in the multivariate delta method ⋮ Lacunary Series and Exponential Moments ⋮ On Random Fourier Series ⋮ Some Exponential Moments of Sums of Independent Random Variables ⋮ Chevet's theorem for stable processes. II ⋮ Stable Measures and Central Limit Theorems in Spaces of Stable Type ⋮ Exponential integrability of sub-Gaussian vectors ⋮ Concentration and universal randomisation of proper subspaces ⋮ Half-region depth for stochastic processes ⋮ A note on symmetric basic sequences in L_p(L_q) ⋮ Tail probabilities for sums of independent Banach space valued random variables ⋮ An application of \(\varphi\)-subgaussian technique to Fourier analysis ⋮ Canonical extensions for embeddings of topological spheres of any codimension ⋮ On the conditional expectation with respect to a sequence of independent σ-fields ⋮ Continuity and the central limit theorem for random trigonometric series ⋮ On the conditional expectation with respect to a sequence of independent σ-fields ⋮ Multidimensional Paley-Zygmund theorems and sharp \(L^p\) estimates for some elliptic operators ⋮ Characterizations of almost surely continuous p-stable random Fourier series and strongly stationary processes ⋮ Invariance principles for sums of Banach space valued random elements and empirical processes

Cites Work

• Uniform convergence of random Fourier series
• Sums of independent Banach space valued random variables
• Sufficient conditions for the continuity of stationary Gaussian processes and applications to random series of functions
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