Remarks on strong exponential integrability of vector-valued random series and triangular arrays
type: Item
instance of: scholarly article
title: Remarks on strong exponential integrability of vector-valued random series and triangular arrays
zbMATH Open document ID: 0831.60007
author: Jan Rosiński
published in: The Annals of Probability
publication date: 1995-09-17T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 60B11
Mathematics Subject Classification ID: 60B12
Mathematics Subject Classification ID: 60E15
Mathematics Subject Classification ID: 60E07
zbMATH DE Number: 796551
zbMATH Keywords: vector-valued random series
zbMATH Keywords: triangular arrays
zbMATH Keywords: strong exponential moments
zbMATH Keywords: integrability of infinitely divisible measures
reviewed by: Andrew Dale
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aop/1176988395
OpenAlex ID: W1980113618
DOI: 10.1214/AOP/1176988395
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description: scientific article; zbMATH DE number 796551