Convergence of quadratic forms in p-stable random variables and \(\theta _ p\)-radonifying operators (Q1064607)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Convergence of quadratic forms in p-stable random variables and \(\theta _ p\)-radonifying operators |
scientific article |
Statements
Convergence of quadratic forms in p-stable random variables and \(\theta _ p\)-radonifying operators (English)
0 references
1985
0 references
Necessary and sufficient conditions are given for the almost sure convergence of the quadratic form \(\sum \sum f_{jk}M_ jM_ k\), where \((M_ j)\) is a sequence of i.i.d. p-stable random variables. A connection is established between the convergence of quadratic form and a radonifying operator associated with the matrix \((f_{jk})\). Recent generalizations of this topic may be found in \textit{S. Kwapień} and \textit{W. A. Woyczyński}: Double stochastic integrals, random quadratic forms and random series in Orlicz spaces. CWRU Preprint Ser. {\#}85-34.
0 references
stable random variables
0 references
almost sure convergence of the quadratic form
0 references
radonifying operator
0 references