Arbitrary Random Variables and Wiman's Inequality

被引:0
|
作者
Kuryliak, Andriy [1 ]
Skaskiv, Oleh [1 ]
Bandura, Andriy [2 ]
机构
[1] Ivan Franko Natl Univ Lviv, Fac Mech & Math, UA-79000 Lvov, Ukraine
[2] Ivano Frankivsk Natl Tech Univ Oil & Gas, Dept Phys & Math, UA-76019 Ivano Frankivsk, Ukraine
关键词
random entire function; Wiman's inequality; Levy's phenomenon; maximum modulus; maximal term; central index; dependent random variables; sub-Gaussian random variables; subexponential random variables; Pareto distribution; Cauchy distribution; maximum modulus of random variables;
D O I
10.3390/axioms13110739
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We study the class of random entire functions given by power series, in which the coefficients are formed as the product of an arbitrary sequence of complex numbers and two sequences of random variables. One of them is the Rademacher sequence, and the other is an arbitrary complex-valued sequence from the class of sequences of random variables, determined by a certain restriction on the growth of absolute moments of a fixed degree from the maximum of the module of each finite subset of random variables. In the paper we prove sharp Wiman-Valiron's type inequality for such random entire functions, which for given p is an element of(0;1) holds with a probability p outside some set of finite logarithmic measure. We also considered another class of random entire functions given by power series with coefficients, which, as above, are pairwise products of the elements of an arbitrary sequence of complex numbers and a sequence of complex-valued random variables described above. In this case, similar new statements about not improvable inequalities are also obtained.
引用
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页数:17
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