If X. 21, are independent rvs and Y-Xx then ac convergence of X, ensures convergence of PIX>
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If X. 21, are independent rvs and Y-Xx then ac convergence of X, ensures convergence of PIX> el. EY for every >0. Conversely, convergence of these series for some e>0 guarantees ac convergence ..
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Related Book For
Probability Theory Independence Interchangeability Martingales
ISBN: 9780387406077
3rd Edition
Authors: Yuan Shih Chow, Henry Teicher
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