Limit theorems for Bajraktarević and Cauchy quotient means of independent identically distributed random variables

DOI10.1007/S00010-021-00813-XMaRDI QIDQ2123708zbMATH OpenOpenAlexWikidataFDO

Authors Mátyás Barczy, Pál Burai

Publication date 14 April 2022

Published in Aequationes Mathematicae (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1909.02968

zbMATH Keywords

Bajraktarević meanbeta-type meanCauchy quotient meanscentral limit theoremdelta methodGini mean

Mathematics Subject Classification ID

Means (26E60) Central limit and other weak theorems (60F05)

Abstract: We derive strong laws of large numbers and central limit theorems for Bajraktarevi'c, Gini and exponential- (also called Beta-type) and logarithmic Cauchy quotient means of independent identically distributed (i.i.d.) random variables. The exponential- and logarithmic Cauchy quotient means of a sequence of i.i.d. random variables behave asymptotically normal with the usual square root scaling just like the geometric means of the given random variables. Somewhat surprisingly, the multiplicative Cauchy quotient means of i.i.d. random variables behave asymptotically in a rather different way: in order to get a non-trivial normal limit distribution a time dependent centering is needed.

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Cited in

(6)

• Limit theorems for quasi-arithmetic means of random variables with applications to point estimations for the Cauchy distribution
• Properties of complex-valued power means of random variables and their applications
• Limit theorems for deviation means of independent and identically distributed random variables
• Expectations of large data means
• LONG-RUN BEHAVIOR OF MULTIVARIATE MEANS
• Power means of random variables and characterizations of distributions via fractional calculus

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