On the strong law of large numbers for ϕ-sub-Gaussian random variables

UDC 517.9 For $p\ge 1$ let $\varphi_p(x)=x^2/2$ if $|x|\le 1$ and $\varphi_p(x)=1/p|x|^p-1/p+1/2$ if $|x|>1.$  For a random variable $\xi$ let $\tau_{\varphi_p}(\xi)$ denote $\inf\{a\ge 0\colon \forall_{\lambda\in\mathbb{R}}$  $\ln\mathb...

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Bibliographic Details
Date:2021
Main Author: Zajkowski, K.
Format: Article
Language:English
Published: Institute of Mathematics, NAS of Ukraine 2021
Online Access:https://umj.imath.kiev.ua/index.php/umj/article/view/197
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Journal Title:Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal