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Convergence of series of strongly integrable random variables (1708.05834v1)

Published 19 Aug 2017 in math.PR

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 this result to $d$-subgaussian series, we examine the asymptotic behavior of weighted series of subgaussian random variables in a unified setting. \end{abstract

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