A Note on Exact Laws of Large Numbers for Asymmetric Pareto-type Distributions with Applications to Ratios of Random Variables
by
Przemyslaw Matula
Pawel Kurasinski
Habib Naderi
André Adler
Vol. 15 No. 2 (2020) P.177~P.186
DOI: | https://doi.org/10.21915/BIMAS.2020205 |
| 10.21915/BIMAS.2020205 |
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.
KEYWORDS
law of large numbers, i.i.d. random variables, ratios of random variables
MATHEMATICAL SUBJECT CLASSIFICATION 2010
Primary: 60F15, 60F05, 60G50
MILESTONES
Received: 2020-02-06
Revised :
Accepted: 2020-06-15
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