Convergence of series of elements of multidimensional Gaussian Markov sequences

DOI10.1090/S0094-9000-2012-00857-0MaRDI QIDQ2849256zbMATH OpenFDO

Authors M. K. Runovska

Publication date 17 September 2013

Published in Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/S0094-9000-2012-00857-0

zbMATH Keywords

almost sure convergence of random seriesGaussian \(m\)-Markov sequencemultidimensional Gaussian Markov sequencesums of independent random elements with operator normalizations

Mathematics Subject Classification ID

Convergence and divergence of series and sequences (40A05) Strong limit theorems (60F15) Gaussian processes (60G15) Sums of independent random variables; random walks (60G50) Numerical summation of series (65B10)

Cites work

• Asymptotic behavior of solutions of stochastic recurrence equations in \(\mathbb{R}{}^ d\)
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• On the convergence of series of autoregressive sequences

Cited in

(2)

• A refinement of conditions for the almost sure convergence of series of multidimensional regression sequences
• Necessary and sufficient conditions for convergence to zero of a multidimensional Gaussian Markov sequence

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