Abstract
Necessary and sufficient conditions are given for the almost sure convergence of the quadratic form $\sum \sum f_{jk}M_jM_k$ where $(M_j)$ is a sequence of i.i.d. $p$-stable random variables. A connection is established between the convergence of the quadratic form and a radonifying property of the infinite matrix operator $(f_{kj})$.
Citation
Stamatis Cambanis. Jan Rosinski. Wojbor A. Woyczynski. "Convergence of Quadratic Forms in $p$-Stable Random Variables and $\theta_p$-Radonifying Operators." Ann. Probab. 13 (3) 885 - 897, August, 1985. https://doi.org/10.1214/aop/1176992912
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