2017 / December Volume 12 No.4
Exact laws of large numbers for independent Pareto random variables
| Published Date |
2017 / December
|
|---|---|
| Title | Exact laws of large numbers for independent Pareto random variables |
| Author | |
| Keyword | |
| Download | |
| Pagination | 325-338 |
| Abstract | This article explores weighted laws of large numbers,
namely $\it{exact}$ $\it{laws}$, for independent $\it{Pareto}$ distributions with infinite mean. It contains not only exact weak laws but also exact strong laws. Moreover, we give a simple example of the exact strong law applying the algorithm of Adler and Wittmann (1994).
|
| DOI | |
| AMS Subject Classification |
60F05, 60F15
|
| Received |
2017-10-28
|
| Accepted |
2017-12-02
|