Convergence of series of strongly integrable random variables and applications

DOI10.1016/J.SPL.2018.01.029zbMATH Open1406.60056arXiv1708.05834OpenAlexW2790846706MaRDI QIDQ1640952FDOQ1640952

Authors: Fakhreddine Boukhari, Dounyazed Malti 

Publication date: 14 June 2018

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Abstract: We investigate the convergence of series of random variables with second exponential moments. We give sufficient conditions for the convergence of these series with respect to an exponential Orlicz norm and almost surely. Applying this result to $d$-subgaussian series, we examine the asymptotic behavior of weighted series of subgaussian random variables in a unified setting. end{abstract

Full work available at URL: https://arxiv.org/abs/1708.05834

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zbMATH Keywords

almost sure convergenceexponential integrabilityrandom seriesmaximal inequalitiessubgaussian random variables

Mathematics Subject Classification ID

Large deviations (60F10) Sums of independent random variables; random walks (60G50) Sample path properties (60G17)

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Cited In (6)

• Weak convergence of sequences from fractional parts of random variables and applications
• Weighted laws of large numbers and convergence of weighted ergodic averages on vector valued \(L_p\)-spaces
• Weighted strong laws of large numbers on variable exponent vector-valued Lebesgue spaces
• Remarks on strong exponential integrability of vector-valued random series and triangular arrays
• On the uniform convergence of random series in Skorohod space and representations of càdlàg infinitely divisible processes
• Title not available (Why is that?)

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