2017 / December Volume 12 No.4
Exact laws of large numbers for independent Pareto random variables
Published Date |
2017 / December
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Title | Exact laws of large numbers for independent Pareto random variables |
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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).
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DOI | |
AMS Subject Classification |
60F05, 60F15
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Received |
2017-10-28
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Accepted |
2017-12-02
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