Exact laws of large numbers for independent Pareto random variables

DOI10.21915/BIMAS.2017403zbMATH Open1388.60063MaRDI QIDQ4643965FDOQ4643965

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)

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zbMATH Keywords

Pareto distributionexact law of large numbersinfinite mean

Mathematics Subject Classification ID

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

Cites Work

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• Almost sure limit theorems for the St. Petersburg game
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• Probability: a graduate course
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• Stability of sums of independent random variables
• One sided strong laws for random variables with infinite mean
• Weak laws of large numbers for weighted independent random variables with infinite mean
• An exact weak law of large numbers
• Exact weak laws and one sided strong laws

Cited In (18)

• Exact weak laws and one sided strong laws
• Exact laws for sums of ratios of order statistics from the Pareto distribution
• Weak laws of large numbers for weighted independent random variables with infinite mean
• Weak and one-sided strong laws for random variables with infinite mean
• Laws of large numbers with infinite mean
• The laws of large numbers for Pareto-type random variables with infinite means
• Exact strong laws for functions from the bivariate Pareto distribution
• Weighted laws of large numbers for a class of independent summands
• Large deviations for super-heavy tailed random walks
• Unusual limit theorems for the difference of order statistics from a Pareto
• The laws of large numbers for Pareto-type random variables under sub-linear expectation
• Laws of large numbers for two tailed Pareto random variables
• An exact weak law of large numbers
• Exact strong laws for the range
• A note on exact laws of large numbers for the range of a sample from Pareto-type distributions
• Title not available (Why is that?)
• Exact laws of large numbers for k -th order statistics from the asymmetrical Cauchy distribution
• Laws of large numbers for asymmetrical Cauchy random variables

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