Limit theorems for dependent random variables with infinite means

被引：7

作者：

Bernou, Ismahen ^{[1
]}

Boukhari, Fakhreddine ^{[1
]}

机构：

[1] Abou Bekr Belkaid Univ, Fac Sci, Lab Stat & Modelisat Aleatoires, BP 119, Tilimsen 13000, Algeria

来源：

STATISTICS & PROBABILITY LETTERS | 2022年 / 189卷

关键词：

Weak laws; Weighted exact laws; Pareto-type distributions Rosenthal-type maximal inequalities; St. Petersburg game; Feller game; INDEPENDENT RANDOM-VARIABLES; LARGE NUMBERS; MOMENT INEQUALITIES; STRONG LAW; CONVERGENCE; SUMS;

D O I：

10.1016/j.spl.2022.109563

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We investigate necessary and sufficient conditions for the convergence in probability of weighted averages of random variables with infinite means. The obtained results are valid for a wide range of dependence structures, they extend and improve the corresponding theorems of Adler (2012) and Nakata (2016), established in the independent case. (c) 2022 Elsevier B.V. All rights reserved.

引用

页数：9

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