2025 / March Volume 20 No.1
Exact strong laws for the products of random variables
| Published Date |
2025 / March
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|---|---|
| Title | Exact strong laws for the products of random variables |
| Author | |
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| Download | |
| Pagination | 59-66 |
| Abstract | Consider independent pairs of random variables without a finite first moment. We show that an Exact Strong Law exists for the product of these two random variables. The continuous case isn't difficult, but the discrete case is not easy at all. The example we use for the discrete distribution case is the famous St. Petersburg Game.
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| DOI | |
| AMS Subject Classification |
60F15
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| Received |
2024-08-18
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