The Strong Law of Large Numbers When the Mean is Undefined

DOI10.2307/1996445zbMath0304.60016OpenAlexW4248878171MaRDI QIDQ4060194

K. Bruce Erickson

Publication date: 1974

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

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Zero-one laws (60F20) Markov processes (60J99)

Related Items (40)

Stability of perpetuities ⋮ On moments of ladder height variables ⋮ Skorokhod embeddings for two-sided Markov chains ⋮ Curve crossing for random walks reflected at their maximum ⋮ Harmonic renewal sequences when the mean is infinite ⋮ Asymptotic behaviour of first passage time distributions for Lévy processes ⋮ Extensions of Regularity for a Lévy Process ⋮ Asymptotics for exponential functionals of random walks ⋮ Local stability in a transient Markov chain ⋮ Local behaviour of first passage probabilities ⋮ On optimal uniform approximation of Lévy processes on Banach spaces with finite variation processes ⋮ Generalized Wiener-Hopf equations with directly Riemann integrable inhomogeneous term ⋮ The convex minorant of a Lévy process ⋮ Persistent random walks. I. Recurrence versus transience ⋮ On the ladder heights of random walks attracted to stable laws of exponent 1 ⋮ Convex minorants and the fluctuation theory of L\'evy processes ⋮ Exact and asymptotic \(n\)-tuple laws at first and last passage ⋮ Which i.i.d. sums are recurrently dominated by their maximal terms? ⋮ A continuous-time GARCH process driven by a Lévy process: stationarity and second-order behaviour ⋮ Ruin probabilities and overshoots for general Lévy insurance risk processes ⋮ Extinction and explosion of nonlinear Markov branching processes ⋮ Cramér's estimate for a reflected Lévy process ⋮ Relative stability of trimmed sums ⋮ Exceeding of partial sums of independent uniformly distributed real random variables with undefined mean ⋮ Null recurrence and transience of random difference equations in the contractive case ⋮ Fluctuation theory for Markov random walks ⋮ The potential function and ladder heights of a recurrent random walk on \(\mathbb{Z}\) with infinite variance ⋮ Maximum on a random time interval of a random walk with infinite mean ⋮ An Exact Asymptotics for the Moment of Crossing a Curved Boundary by an Asymptotically Stable Random Walk ⋮ On the existence of the mean ladder height for random walk ⋮ 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 ⋮ A renewal theorem for relatively stable variables ⋮ On the finiteness and tails of perpetuities under a Lamperti–Kiu MAP ⋮ Catalytic Branching Processes via Spine Techniques and Renewal Theory ⋮ Power and exponential moments of the number of visits and related quantities for perturbed random walks ⋮ A ratio ergodic theorem for increasing additive functionals ⋮ Gaps in the range of nearly increasing processes with stationary independent increments ⋮ 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

Cites Work

• Unnamed Item
• A note on the strong law of large numbers
• Fluctuations when $E(|X_1|) = \infty$
• A renewal theorem for distributions on 𝑅¹ without expectation
• The Limit Points of a Normalized Random Walk
• THE STRONG LAW OF LARGE NUMBERS WHEN THE FIRST MOMENT DOES NOT EXIST
• A note on the Borel-Cantelli lemma

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