Generalized one-sided laws of the iterated logarithm for random variables barely with or without finite mean

DOI10.1007/BF01046098zbMATH0712.60029OpenAlexW2006946674MaRDI QIDQ749014FDOQ749014

Authors D. Kharzeev

Publication date 1990

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01046098

zbMATH Keywords

strong law of large numberslaw of the iterated logarithmslowly varying at infinity

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

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Cites work

• scientific article; zbMATH DE number 4140924 (Why is no real title available?)
• scientific article; zbMATH DE number 193660 (Why is no real title available?)
• scientific article; zbMATH DE number 4124697 (Why is no real title available?)
• Iterated logarithm laws for asymmetric random variables barely with or without finite mean
• On the weak law of large numbers for normed weighted sums of i.i.d. random variables

Cited in

(22)

• Limit theorems for nonnegative independent random variables with truncation
• A maxtrimmed St. Petersburg game
• scientific article; zbMATH DE number 3917363 (Why is no real title available?)
• Limit theorems for a generalized St Petersburg game
• Winning ``Big in the St. Petersburg game
• A note of the behavior of sample statistics when the population mean is infinite
• Extreme-trimmed St. Petersburg games
• The laws of large numbers for Pareto-type random variables with infinite means
• Randomized Generalized Laws of the Iterated Logarithm
• One-sided limit theorems for sums of multidimensional indexed random variables
• An asymmetric St. Petersburg game with trimming
• Exact laws of large numbers for k -th order statistics from the asymmetrical Cauchy distribution
• A weak law for normed weighted sums of random elements in Rademacher type \(p\) Banach spaces
• A universal one-sided law of the iterated logarithm
• Limit theorems for a generalized Feller game
• On the rate of convergence of the St. Petersburg game
• Some remarks on the generalized St. Petersburg games and formal Laurent series expansions
• Tail probabilities of St. Petersburg sums, trimmed sums, and their limit
• Weak laws of large numbers for weighted independent random variables with infinite mean
• A strong law of large numbers for trimmed sums, with applications to generalized St. Petersburg games
• Laws of large numbers with infinite mean
• Large gains in the St. Petersburg game

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