Convergence of series of strongly integrable random variables
Probability
2017-08-22 v1
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 -subgaussian series, we examine the asymptotic behavior of weighted series of subgaussian random variables in a unified setting. \end{abstract
Keywords
Cite
@article{arxiv.1708.05834,
title = {Convergence of series of strongly integrable random variables},
author = {Fakhreddine Boukhari and Dounyazed Malti},
journal= {arXiv preprint arXiv:1708.05834},
year = {2017}
}
Comments
13 pages