Laws of large numbers for infinite means with mixing sequences
Filomat, Tome 35 (2021) no. 3, p. 783
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In this paper, we consider the laws of large numbers with infinite means based on ϕ-mixing sequences. An exact weak law and a strong law are obtained for ϕ-mixing asymmetrical Cauchy random variables. It is also presented that the weak law cannot extend to a strong law. In addition, some simulations are presented to illustrate our results of the laws of large numbers
Classification :
60F05, 60F15
Keywords: Law of large numbers, Infinite mean, Cauchy distribution, Mixing sequences
Keywords: Law of large numbers, Infinite mean, Cauchy distribution, Mixing sequences
Jian Han; Xiaoqin Li; Yudan Cheng. Laws of large numbers for infinite means with mixing sequences. Filomat, Tome 35 (2021) no. 3, p. 783 . doi: 10.2298/FIL2103783H
@article{10_2298_FIL2103783H,
author = {Jian Han and Xiaoqin Li and Yudan Cheng},
title = {Laws of large numbers for infinite means with mixing sequences},
journal = {Filomat},
pages = {783 },
year = {2021},
volume = {35},
number = {3},
doi = {10.2298/FIL2103783H},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.2298/FIL2103783H/}
}
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