非对称pareto型分布的大数精确定律及其在随机变量比率上的应用

IF 0.1 Q4 MATHEMATICS

Bulletin of the Institute of Mathematics Academia Sinica New Series Pub Date : 2020-06-01 DOI:10.21915/bimas.2020205

P. Matuła, Pawel Kurasinski, H. Naderi, A. Adler

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引用次数: 4

摘要

我们证明了具有非对称pareto型分布的i.i.d随机变量的加权和的一些不寻常的极限律。所得结果应用于独立随机变量比值的收敛问题。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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A Note on Exact Laws of Large Numbers for Asymmetric Pareto-type Distributions with Applications to Ratios of Random Variables

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.

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来源期刊

Bulletin of the Institute of Mathematics Academia Sinica New Series MATHEMATICS-

自引率

50.00%

发文量