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Strong Laws of Large Numbers for Intermediately Trimmed Sums of i.i.d. Random Variables with Infinite Mean

Kesseböhmer, Marc; Schindler, Tanja

Description

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

CollectionsANU Research Publications
Date published: 2019
Type: Journal article
URI: http://hdl.handle.net/1885/224481
Source: Journal of Theoretical Probability
DOI: 10.1007/s10959-017-0802-0

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