Limit theorems for nonnegative independent random variables with truncation
被引:0
作者:
T. Nakata
论文数: 0引用数: 0
h-index: 0
机构:Fukuoka University of Education,Department of Mathematics
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;
D O I:
暂无
中图分类号:
学科分类号:
摘要:
We investigate asymptotic behavior of sums of independent and truncated random variables specified by P (0 ≦X<∞\documentclass[12pt]{minimal}
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\begin{document}$${\leqq X < \infty}$$\end{document}) = 1 and P (X>x)≍x-α\documentclass[12pt]{minimal}
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\begin{document}$${(X > x) \asymp x^{-\alpha }}$$\end{document} for α>0\documentclass[12pt]{minimal}
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\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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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
[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