Factorizable convergence of random variables in Grand Lebesgue Spaces

Maria Rosaria Formica, Eugeny Ostrovsky, Leonid Sirota

Published 2024-01-23Version 1

We obtain results concerning the so-called factorization for the convergence of random variables almost everywhere (almost surely or with probability one), belonging to the classical Lebesgue-Riesz spaces and we extend these results to the Grand Lebesgue Spaces. We also give exact estimates for the parameters involved and provide several examples. We also show that the obtained estimates are, in the general case, essentially non-improvable, of course up to a multiplicative constant.