Limit theorems for nonnegative independent random variables with truncation

被引:0
作者
T. Nakata
机构
[1] Fukuoka University of Education,Department of Mathematics
[2] Akama-Bunkyomachi,undefined
[3] Munakata,undefined
来源
Acta Mathematica Hungarica | 2015年 / 145卷
关键词
60G50; 60F15; dominatedly varying; truncation; strong law of large numbers; central limit theorem;
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摘要
We investigate asymptotic behavior of sums of independent and truncated random variables specified by P (0 ≦X<∞\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\leqq X < \infty}$$\end{document}) = 1 and P (X>x)≍x-α\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${(X > x) \asymp x^{-\alpha }}$$\end{document} for α>0\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\alpha > 0}$$\end{document}. By varying truncation levels we study strong laws of large numbers and central limit theorems. These are extensions of the results of Győrfi and Kevei [12] concerning the St. Petersburg game.
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页码:1 / 16
页数:15
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  • [1] Adler A.(1990)Generalized one-sided laws of the iterated logarithm for random variables barely with or without finite mean J. Theoret. Prob., 3 587-597