The Effect of Trimming on the Strong Law of Large Numbers

DOI10.1112/PLMS/S3-71.2.441zbMATH Open0835.60022OpenAlexW2109033977MaRDI QIDQ4862820FDOQ4862820

Harry Kesten, Ross A. Maller

Publication date: 26 March 1996

Published in: Proceedings of the London Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1112/plms/s3-71.2.441

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zbMATH Keywords

order statisticstrimmed sumsstrong lawsrelative stability

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Numerical solutions to stochastic differential and integral equations (65C30)

Cited In (11)

• Overshoots over curved boundaries
• Strong laws of large numbers for intermediately trimmed sums of i.i.d. random variables with infinite mean
• Title not available (Why is that?)
• Infinite limits and infinite limit points of random walks and trimmed sums
• Trimmed sums for non-negative, mixing stationary processes.
• Relative stability of trimmed sums
• Strong laws of large numbers for intermediately trimmed Birkhoff sums of observables with infinite mean
• Dynamical Borel–Cantelli lemmas and rates of growth of Birkhoff sums of non-integrable observables on chaotic dynamical systems
• Intermediately trimmed strong laws for Birkhoff sums on subshifts of finite type
• Some effects of trimming on the law of the iterated logarithm
• Distributional representations and dominance of a Lévy process over its maximal jump processes

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