Stability of sums of independent random variables

DOI10.1016/0304-4149(94)90107-4MaRDI QIDQ1336993zbMATH OpenOpenAlexFDO

Authors André Adler, Rainer Wittmann

Publication date 3 January 1995

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(94)90107-4

zbMATH Keywords

almost sure convergencealmost sure stabilityconvergence in probabilityregular variationSt. Petersburg gamestable weak law of large numbers

Mathematics Subject Classification ID

Strong limit theorems (60F15) Sums of independent random variables; random walks (60G50)

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Cites work

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• Iterated logarithm laws for asymmetric random variables barely with or without finite mean
• Note on the Law of Large Numbers and "Fair" Games
• ON SUMS OF INDEPENDENT RANDOM VARIABLES WITH INFINITE MOMENTS AND „FAIR” GAMES
• One-sided limit theorems for sums of multidimensional indexed random variables
• Regularly varying functions in the theory of simple branching processes
• Relative stability and the strong law of large numbers
• Relatively Stable Walks

Cited in

(14)

• On the relationship between the almost sure stability of weighted empirical distributions and sums of order statistics
• Weak and one-sided strong laws for random variables with infinite mean
• Stable random variables: convolution and reliability
• On relative stability and weighted laws of large numbers
• Almost Sure Stability of Partial Sums of Uniformly Bounded Random Variables
• Stability of Characterization of the Independence of Random Variables by the Independence of Linear Statistics
• scientific article; zbMATH DE number 3919441 (Why is no real title available?)
• Stability of random sets generated by multivariate samples
• Exact laws of large numbers for independent Pareto random variables
• scientific article; zbMATH DE number 810426 (Why is no real title available?)
• Weighted laws of large numbers for a class of independent summands
• Stable Random Variables with Complex Stability Index, I
• Stability of sums of weighted nonnegative random variables
• Existence of joint moments of stable random variables

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