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Exact strong laws for functions from the bivariate Pareto distribution
by André Adler  

Vol. 16 No. 1 (2021) P.79~P.86
DOI: https://doi.org/10.21915/BIMAS.2021105
  10.21915/BIMAS.2021105

ABSTRACT

We examine several functions from the bivariate Pareto distribution and obtain surprising results in regards to almost sure convergence. We look at the usual functions, such as the sum, the difference, the ratio, the maximum and the minimum as well as the ratio of the max and the min. What happens here in the nonindependent situation is quite different from what we have seen before.


KEYWORDS
Almost sure convergence, strong laws of large numbers, exact strong laws, central limit theorems, bivariate Pareto distribution.

MATHEMATICAL SUBJECT CLASSIFICATION 2010
Primary: 60F05, 60F15

MILESTONES

Received: 2021-03-31
Revised :
Accepted:


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