Convergence of quadratic forms in p-stable random variables and _ p-radonifying operators

DOI10.1214/AOP/1176992912MaRDI QIDQ1064607zbMATH OpenOpenAlexFDO

Authors Stamatis Cambanis, Jan Rosiński, Wojbor A. Woyczyński

Publication date 1985

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176992912

zbMATH Keywords

almost sure convergence of the quadratic formradonifying operatorstable random variables

Mathematics Subject Classification ID

Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) Infinitely divisible distributions; stable distributions (60E07)

Review text

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.

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(18)

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