Exact laws of large numbers for independent Pareto random variables

DOI10.21915/BIMAS.2017403MaRDI QIDQ4643965zbMATH OpenFDO

Authors Toshio Nakata

Publication date 30 May 2018

Published in Bulletin of the Institute of Mathematics Academia Sinica NEW SERIES (Search for Journal in Brave)

Full work available at URL https://doi.org/10.21915/BIMAS.2017403

zbMATH Keywords

exact law of large numbersinfinite meanPareto distribution

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

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Cites work

• Almost sure limit theorems for the St. Petersburg game
• An exact weak law of large numbers
• Exact weak laws and one sided strong laws
• scientific article; zbMATH DE number 741240 (Why is no real title available?)
• scientific article; zbMATH DE number 1538789 (Why is no real title available?)
• scientific article; zbMATH DE number 3249395 (Why is no real title available?)
• One sided strong laws for random variables with infinite mean
• Probability theory: Independence, interchangeability, martingales.
• Probability: a graduate course
• Stability of sums of independent random variables
• Weak laws of large numbers for weighted independent random variables with infinite mean

Cited in

(20)

• Weak and one-sided strong laws for random variables with infinite mean
• A note on exact laws of large numbers for the range of a sample from Pareto-type distributions
• Large deviations for super-heavy tailed random walks
• Laws of large numbers for asymmetrical Cauchy random variables
• Exact laws for sums of ratios of order statistics from the Pareto distribution
• scientific article; zbMATH DE number 7227216 (Why is no real title available?)
• scientific article; zbMATH DE number 7227219 (Why is no real title available?)
• An exact weak law of large numbers
• Exact strong laws for functions from the bivariate Pareto distribution
• Weighted laws of large numbers for a class of independent summands
• Exact strong laws for the range
• Unusual limit theorems for the difference of order statistics from a Pareto
• Laws of large numbers with infinite mean
• Exact weak laws and one sided strong laws
• Laws of large numbers for two tailed Pareto random variables
• The laws of large numbers for Pareto-type random variables with infinite means
• The laws of large numbers for Pareto-type random variables under sub-linear expectation
• Exact laws of large numbers for k -th order statistics from the asymmetrical Cauchy distribution
• Exact laws of large numbers for extremal statistics from the Pareto-type distributions
• Weak laws of large numbers for weighted independent random variables with infinite mean

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