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2020 / June Volume 15 No.2
A Note on Exact Laws of Large Numbers for Asymmetric Pareto-type Distributions with Applications to Ratios of Random Variables
Published Date
2020 / June
Title
A Note on Exact Laws of Large Numbers for Asymmetric Pareto-type Distributions with Applications to Ratios of Random Variables
Author
Pawel Kurasinski, Habib Naderi, André Adler, Przemyslaw Matula
Keyword
law of large numbers, i.i.d. random variables, ratios of random variables, law of large numbers, i.i.d. random variables, ratios of random variables
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Pagination
177-186
Abstract
We prove some unusual limit laws for weighted sums of i.i.d. random variables with asymmetric Pareto-type distributions. The obtained results are applied to the convergence of ratios of independent random variables.
DOI
10.21915/BIMAS.2020205
https://doi.org/10.21915/BIMAS.2020205
AMS Subject
Classification
60F15, 60F05, 60G50
Received
2020-02-06
Accepted
2020-06-15
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