A new approach to series of independent random variables

• Autores: Ricardo Vélez Ibarrola
• Localización: Test: An Official Journal of the Spanish Society of Statistics and Operations Research, ISSN-e 1863-8260, ISSN 1133-0686, Vol. 10, Nº. 2, 2001, págs. 405-418
• Idioma: inglés
• DOI: 10.1007/bf02595705
• Texto completo no disponible (Saber más ...)
• Resumen

  • The aim of this paper is to give a different approach to the classical theory of sums of independent random variables. It shows that the Kolmogorov inequalities may be avoided in the proof of the three series theorem and the equivalence lemma follows from a very simple argument. The main idea is to relate the a.s.\ convergence of a series with the fact that their paths remain bounded