The Strong Law of Large Numbers When the Mean is Undefined

From MaRDI portal
Publication:4060194


DOI10.2307/1996445zbMath0304.60016MaRDI QIDQ4060194

K. Bruce Erickson

Publication date: 1974

Full work available at URL: https://doi.org/10.2307/1996445


60G50: Sums of independent random variables; random walks

60F15: Strong limit theorems

60F20: Zero-one laws

60J99: Markov processes


Related Items

A continuous-time GARCH process driven by a Lévy process: stationarity and second-order behaviour, Exceeding of partial sums of independent uniformly distributed real random variables with undefined mean, Asymptotic behaviour of first passage time distributions for Lévy processes, The convex minorant of a Lévy process, Cramér's estimate for a reflected Lévy process, Summen unabhängiger Zufallsvariablen, die durch die Maximalterme dominiert werden. (Sums of independent random variables which are dominated by maximal terms), Some relations between harmonic renewal measures and certain first passage times, Exact and asymptotic \(n\)-tuple laws at first and last passage, A ratio ergodic theorem for increasing additive functionals, On moments of ladder height variables, Which i.i.d. sums are recurrently dominated by their maximal terms?, Ruin probabilities and overshoots for general Lévy insurance risk processes, Stability of perpetuities, Harmonic renewal sequences when the mean is infinite, Curve crossing for random walks reflected at their maximum, Local behaviour of first passage probabilities, Bounded harmonic functions on connected solvable Lie groups and existence of an invariant measure, Passage times of random walks and Lévy processes across power law boundaries, Catalytic Branching Processes via Spine Techniques and Renewal Theory, Relative stability of trimmed sums, Extinction and explosion of nonlinear Markov branching processes, On the existence of the mean ladder height for random walk, Gaps in the range of nearly increasing processes with stationary independent increments



Cites Work