The Strong Law of Large Numbers When the Mean is Undefined
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Cites work
- A note on the Borel-Cantelli lemma
- A note on the strong law of large numbers
- A renewal theorem for distributions on 𝑅¹ without expectation
- Fluctuations when $E(|X_1|) = \infty$
- scientific article; zbMATH DE number 3126031 (Why is no real title available?)
- The Limit Points of a Normalized Random Walk
- THE STRONG LAW OF LARGE NUMBERS WHEN THE FIRST MOMENT DOES NOT EXIST
Cited in
(45)- A ratio ergodic theorem for increasing additive functionals
- On moments of ladder height variables
- Which i.i.d. sums are recurrently dominated by their maximal terms?
- Persistent random walks. I. Recurrence versus transience
- On the ladder heights of random walks attracted to stable laws of exponent 1
- Ruin probabilities and overshoots for general Lévy insurance risk processes
- Fluctuation theory for Markov random walks
- Stability of perpetuities
- Harmonic renewal sequences when the mean is infinite
- The potential function and ladder heights of a recurrent random walk on \(\mathbb{Z}\) with infinite variance
- Maximum on a random time interval of a random walk with infinite mean
- Local stability in a transient Markov chain
- Power and exponential moments of the number of visits and related quantities for perturbed random walks
- Curve crossing for random walks reflected at their maximum
- Local behaviour of first passage probabilities
- Bounded harmonic functions on connected solvable Lie groups and existence of an invariant measure
- Passage times of random walks and Lévy processes across power law boundaries
- An exact asymptotics for the moment of crossing a curved boundary by an asymptotically stable random walk
- Catalytic branching processes via spine techniques and renewal theory
- Skorokhod embeddings for two-sided Markov chains
- Relative stability of trimmed sums
- Extinction and explosion of nonlinear Markov branching processes
- Asymptotic behaviour of first passage time distributions for Lévy processes
- On the existence of the mean ladder height for random walk
- Gaps in the range of nearly increasing processes with stationary independent increments
- The convex minorant of a Lévy process
- Extensions of regularity for a Lévy process
- A continuous-time GARCH process driven by a Lévy process: stationarity and second-order behaviour
- Null recurrence and transience of random difference equations in the contractive case
- On the finiteness and tails of perpetuities under a Lamperti-Kiu map
- Convex minorants and the fluctuation theory of Lévy processes
- Cramér's estimate for a reflected Lévy process
- A renewal theorem for relatively stable variables
- Exceeding of partial sums of independent uniformly distributed real random variables with undefined mean
- Asymptotics for exponential functionals of random walks
- On optimal uniform approximation of Lévy processes on Banach spaces with finite variation processes
- Generalized Wiener-Hopf equations with directly Riemann integrable inhomogeneous term
- Sums of random polynomials with differing degrees
- When is the convex hull of a Lévy path smooth?
- On recurrence of the infinite server queue
- Intermediately trimmed sums of Oppenheim expansions: a strong law
- Improved bounds for the solutions of renewal equations
- Summen unabhängiger Zufallsvariablen, die durch die Maximalterme dominiert werden. (Sums of independent random variables which are dominated by maximal terms)
- Some relations between harmonic renewal measures and certain first passage times
- Exact and asymptotic \(n\)-tuple laws at first and last passage
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