One sided strong laws for random variables with infinite mean
Open Mathematics (2017)
- Volume: 15, Issue: 1, page 828-832
- ISSN: 2391-5455
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topAndré Adler. "One sided strong laws for random variables with infinite mean." Open Mathematics 15.1 (2017): 828-832. <http://eudml.org/doc/288298>.
@article{AndréAdler2017,
abstract = {This paper establishes conditions that secure the almost sure upper and lower bounds for a particular normalized weighted sum of independent nonnegative random variables. These random variables do not possess a finite first moment so these results are not typical. These mild conditions allow us to show that the almost sure upper limit is infinity while the almost sure lower bound is one.},
author = {André Adler},
journal = {Open Mathematics},
keywords = {Almost sure convergence; Weak law of large numbers; One sided strong laws; Slow variation},
language = {eng},
number = {1},
pages = {828-832},
title = {One sided strong laws for random variables with infinite mean},
url = {http://eudml.org/doc/288298},
volume = {15},
year = {2017},
}
TY - JOUR
AU - André Adler
TI - One sided strong laws for random variables with infinite mean
JO - Open Mathematics
PY - 2017
VL - 15
IS - 1
SP - 828
EP - 832
AB - This paper establishes conditions that secure the almost sure upper and lower bounds for a particular normalized weighted sum of independent nonnegative random variables. These random variables do not possess a finite first moment so these results are not typical. These mild conditions allow us to show that the almost sure upper limit is infinity while the almost sure lower bound is one.
LA - eng
KW - Almost sure convergence; Weak law of large numbers; One sided strong laws; Slow variation
UR - http://eudml.org/doc/288298
ER -
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