Lorentz spaces and almost-sure boundedness of sequences of independent random variables

DOI10.1007/BF00971383MaRDI QIDQ910796zbMATH OpenOpenAlexFDO

Authors S. Ya. Novikov, A. M. Shtejnberg

Publication date 1989

Published in Siberian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00971383

zbMATH Keywords

almost sureconvergenceLorenz space

Mathematics Subject Classification ID

Probability theory on linear topological spaces (60B11) Strong limit theorems (60F15)

Review text

A set of sequences \(a=(a_ k)\) of real numbers such that \(\sup_{k}| a_ k\xi_ k| <\infty\) a.s. for each sequence of i.i.d. random variables \(\xi_ 1,\xi_ 2,..\). from the space \(L_{p,q}\) (usual Lorenz space) is characterized. The dual problem is also investigated.

Recommendations

• On sharpness of inequalities for independent random variables in Lorentz spaces
• Inequalities for sums of independent random variables in Lorentz spaces
• scientific article; zbMATH DE number 4216678
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• Independent Random Variables in Lorentz Spaces

Cites work

• scientific article; zbMATH DE number 3913327 (Why is no real title available?)
• scientific article; zbMATH DE number 3626044 (Why is no real title available?)
• scientific article; zbMATH DE number 3367521 (Why is no real title available?)
• Weighted sums of independent identically distributed random variables

Cited in

(3)

• Larotonda spaces: homogeneous spaces and conditional expectations
• scientific article; zbMATH DE number 5697656 (Why is no real title available?)
• Equidistributed random variables in \(L_{p,q}\)

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