Limit theorems for dependent random variables with infinite means

DOI10.1016/J.SPL.2022.109563MaRDI QIDQ2170231zbMATH OpenOpenAlexWikidataFDO

Authors 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

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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Cites work

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Cited in

(8)

• Weighted averages of random variables and exact weights
• Complete convergence for the maximal partial sums without maximal inequalities
• 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
• New asymptotic results for generalized Oppenheim expansions
• Weak laws of large numbers for weighted independent random variables with infinite mean
• On complete convergence of normed sums of random variables irrespective of their joint distributions
• A remark on the Kolmogorov-Feller weak law of large numbers

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