Convergence of series of dependent phi-subgaussian random variables

RG Antonini; Y Kozachenko; Andrei Volodin

doi:10.1016/j.jmaa.2007.05.073

Convergence of series of dependent phi-subgaussian random variables

RG Antonini, Y Kozachenko, Andrei Volodin

Research output: Contribution to journal › Article › peer-review

32 Citations (Scopus)

Abstract

The almost sure convergence of weighted sums of phi-subgaussian m-acceptable random variables is investigated. As corollaries, the main results are applied to the case of negatively dependent and m-dependent subgaussian random variables. Finally, an application to random Fourier series is presented. (C) 2007 Elsevier Inc. All rights reserved.

Original language	English
Pages (from-to)	1188-1203
Journal	Journal of Mathematical Analysis and Applications
Volume	338
Issue number	2
DOIs	https://doi.org/10.1016/j.jmaa.2007.05.073
Publication status	Published - 2008

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10.1016/j.jmaa.2007.05.073

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title = "Convergence of series of dependent phi-subgaussian random variables",

abstract = "The almost sure convergence of weighted sums of phi-subgaussian m-acceptable random variables is investigated. As corollaries, the main results are applied to the case of negatively dependent and m-dependent subgaussian random variables. Finally, an application to random Fourier series is presented. (C) 2007 Elsevier Inc. All rights reserved.",

author = "RG Antonini and Y Kozachenko and Andrei Volodin",

year = "2008",

doi = "10.1016/j.jmaa.2007.05.073",

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AU - Kozachenko, Y

AU - Volodin, Andrei

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AB - The almost sure convergence of weighted sums of phi-subgaussian m-acceptable random variables is investigated. As corollaries, the main results are applied to the case of negatively dependent and m-dependent subgaussian random variables. Finally, an application to random Fourier series is presented. (C) 2007 Elsevier Inc. All rights reserved.

U2 - 10.1016/j.jmaa.2007.05.073

DO - 10.1016/j.jmaa.2007.05.073

M3 - Article

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SP - 1188

EP - 1203

JO - Journal of Mathematical Analysis and Applications

JF - Journal of Mathematical Analysis and Applications

IS - 2

ER -

Convergence of series of dependent phi-subgaussian random variables

Abstract

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