Remarks on strong exponential integrability of vector-valued random series and triangular arrays
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.
integrability of infinitely divisible measures
scientific article; zbMATH DE number 796551