Limit theorems for dependent random variables with infinite means

DOI10.1016/J.SPL.2022.109563zbMATH Open1497.60032OpenAlexW4281759162WikidataQ113863754 ScholiaQ113863754MaRDI QIDQ2170231FDOQ2170231

Ismahen Bernou, Fakhreddine Boukhari

Publication date: 30 August 2022

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2022.109563

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zbMATH Keywords

St. Petersburg gameweak lawsmaximal inequalitiesFeller gamePareto-type distributions Rosenthal-typeweighted exact laws

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

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Cited In (6)

• Sharp sufficient conditions for mean convergence of the maximal partial sums of dependent random variables with general norming sequences
• Measures of Dependence for Infinite Variance Distributions
• A remark on the Kolmogorov-Feller weak law of large numbers
• Complete convergence for the maximal partial sums without maximal inequalities
• New asymptotic results for generalized Oppenheim expansions
• On complete convergence of normed sums of random variables irrespective of their joint distributions

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