Remarks on strong exponential integrability of vector-valued random series and triangular arrays (Q1897193)

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scientific article; zbMATH DE number 796551
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    Remarks on strong exponential integrability of vector-valued random series and triangular arrays
    scientific article; zbMATH DE number 796551

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      Remarks on strong exponential integrability of vector-valued random series and triangular arrays (English)
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      17 September 1995
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      The author derives exact conditions for the strong exponential integrability of sums of zero-mean uniformly bounded triangular arrays of Banach space-valued random variables. From these flow best-possible refinements of certain results on the integrability of series of uniformly bounded zero-mean random vectors and results on the integrability of infinitely divisible random vectors with Lévy measures with bounded supports.
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      vector-valued random series
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      triangular arrays
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      strong exponential moments
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      integrability of infinitely divisible measures
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