The Effect of Trimming on the Strong Law of Large Numbers

DOI10.1112/PLMS/S3-71.2.441MaRDI QIDQ4862820zbMATH OpenOpenAlexFDO

Authors 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

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)

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Cited in

(11)

• Dynamical Borel-Cantelli lemmas and rates of growth of Birkhoff sums of non-integrable observables on chaotic dynamical systems
• Overshoots over curved boundaries
• Strong laws of large numbers for intermediately trimmed sums of i.i.d. random variables with infinite mean
• scientific article; zbMATH DE number 2096887 (Why is no real title available?)
• 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
• 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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