Strong Laws of Large Numbers for Intermediately Trimmed Sums of i.i.d. Random Variables with Infinite Mean
We show that for every sequence of nonnegative i.i.d. random variables with infinite mean there exists a proper moderate trimming such that for the trimmed sum process a non-trivial strong law of large numbers holds. We provide an explicit procedure to find a moderate trimming sequence even if the underlying distribution function has a complicated structure, e.g., has no regularly varying tail distribution
|Collections||ANU Research Publications|
|Source:||Journal of Theoretical Probability|
|01_Kesseb%C3%B6hmer_Strong_Laws_of_Large_Numbers_2019.pdf||492.57 kB||Adobe PDF||Request a copy|
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