Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7548358 | Statistics & Probability Letters | 2018 | 10 Pages |
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 these results to sequences with d-subgaussian increments, we examine the asymptotic behavior of weighted sums of subgaussian random variables in a unified setting.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Fakhreddine Boukhari, Dounyazed Malti,