Stability of sums of independent random variables

DOI10.1016/0304-4149(94)90107-4zbMath0803.60044OpenAlexW1986264765MaRDI QIDQ1336993

Rainer Wittmann, André Adler

Publication date: 3 January 1995

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(94)90107-4

zbMATH Keywords

regular variationalmost sure convergencealmost sure stabilitySt. Petersburg gameconvergence in probabilitystable weak law of large numbers

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

Related Items (4)

On relative stability and weighted laws of large numbers ⋮ Weak and one-sided strong laws for random variables with infinite mean ⋮ Exact laws of large numbers for independent Pareto random variables ⋮ Weighted Laws of Large Numbers for a class of independent summands

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• One-sided limit theorems for sums of multidimensional indexed random variables
• Iterated logarithm laws for asymmetric random variables barely with or without finite mean
• ON SUMS OF INDEPENDENT RANDOM VARIABLES WITH INFINITE MOMENTS AND „FAIR” GAMES
• Regularly varying functions in the theory of simple branching processes
• Relative stability and the strong law of large numbers
• Relatively Stable Walks
• Explicit Stable Strong Laws of Large Numbers
• Note on the Law of Large Numbers and "Fair" Games

This page was built for publication: Stability of sums of independent random variables