Remarks on strong exponential integrability of vector-valued random series and triangular arrays (Q1897193)
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scientific article; zbMATH DE number 796551
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Remarks on strong exponential integrability of vector-valued random series and triangular arrays |
scientific article; zbMATH DE number 796551 |
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Remarks on strong exponential integrability of vector-valued random series and triangular arrays (English)
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17 September 1995
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The author derives exact conditions for the strong exponential integrability of sums of zero-mean uniformly bounded triangular arrays of Banach space-valued random variables. From these flow best-possible refinements of certain results on the integrability of series of uniformly bounded zero-mean random vectors and results on the integrability of infinitely divisible random vectors with Lévy measures with bounded supports.
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vector-valued random series
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triangular arrays
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strong exponential moments
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integrability of infinitely divisible measures
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0.88723636
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0.8819845
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0.8777931
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0.8757776
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0.8724265
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0.8693256
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