Integrability of infinite weighted sums of heavy-tailed i.i.d.\ random variables.
The paper considers weighted sums of i.i.d.\ real random variables. The sums are supposed to be a.s.\ absolutely summable and the author investigates their integrability. He presents integrability conditions of a summand which are sufficient and necessary for a prescribed integrability of the sum.
scientific article; zbMATH DE number 2138963