Étude de la convergence des séries de variables aléatoires fortement intégrables.

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 dsubgaussian increments, we examine the asymptotic behavior of weighted sums of subgaussian random variables in a unified setting.