Convergence of series of dependent φ-subgaussian random variables

By R. G. Antonini, Yuriy Kozachenko, Andrei Volodin. 2008

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The almost sure convergence of weighted sums of φ-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.

Subfields: Applied Mathematics, Management Science and Operations Research, Numerical Analysis

View Paper: https://www.semanticscholar.org/paper/eb6727bdd12d92fa4ed75441d85c8289bef79053