Convergence of series of strongly integrable random variables and applications

DOI10.1016/J.SPL.2018.01.029MaRDI QIDQ1640952zbMATH OpenOpenAlexFDO

Authors Fakhreddine Boukhari, Dounyazed Malti

Publication date 14 June 2018

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

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

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)

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

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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
• scientific article; zbMATH DE number 5952582 (Why is no real title available?)

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