Linear processes generated by independent random variables
Proceedings of the American Mathematical Society1972Vol. 34(2), pp. 515–520
Abstract
In a recent paper R. Dudley gave a characterization of those sequences of independent and identically distributed random variables which are l p {l_p} -compatible for p ≧ 1 p \geqq 1 . In the present note we extend his result into p ∈ ( 0 , 1 ] p \in (0,1] and provide some conditions (necessary or sufficient) for l φ {l_\varphi } -compatibility of a sequence of independent random variables not necessarily identically distributed.
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