Subnormal independent random variables and Levy’s phenomenon for entire functions
Journal Title: Математичні Студії - Year 2017, Vol 47, Issue 1
Abstract
Suppose that (Zn) is a sequence of real independent subnormal random variables, i.e. such that there exists D>0 satisfying following inequality for expectation E(eλ0Zk)≤eDλ20 for any k∈N for all λ0∈R. In this paper is proved that for random entire functions of the form f(z,ω)=∑+∞n=0Zn(ω)anzn Levy's phenomenon holds.
Authors and Affiliations
Andriy Kuryliak
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