Some optimal refinements of the results on strong exponential integrability of sums of independent zero-mean uniformly bounded random vectors are given.
Publié le : 1995-01-14
Classification:
Vector valued random series and triangular arrays,
strong exponential moments,
integrability of infinitely divisible measures,
60B11,
60B12,
60E15,
60E07
@article{1176988395,
author = {Rosinski, Jan},
title = {Remarks on Strong Exponential Integrability of Vector-Valued Random Series and Triangular Arrays},
journal = {Ann. Probab.},
volume = {23},
number = {3},
year = {1995},
pages = { 464-473},
language = {en},
url = {http://dml.mathdoc.fr/item/1176988395}
}
Rosinski, Jan. Remarks on Strong Exponential Integrability of Vector-Valued Random Series and Triangular Arrays. Ann. Probab., Tome 23 (1995) no. 3, pp. 464-473. http://gdmltest.u-ga.fr/item/1176988395/