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This article is cited in 3 scientific papers (total in 3 papers)
Short Communications
Growth of sums of pairwise independent random variables with infinite means
V. M. Kruglov M. V. Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics
Abstract:
It is proved that $\textbf P\{|S_n|>a_n$ infinitely often$\}=0$ or $1$ if the series $\sum_{n=1}^{\infty}\textbf P\{|X_n|>a_n\}$ is convergent or nonconvergent, where $S_n=X_1+\dots+X_n$ is a sum of identically distributed pairwise independent random variables with infinite expectations, $a_n>0$, for some $m$ a sequence $\{a_n\}_{n\ge m}$ strictly increasing and convex.
Keywords:
random variable, pairwise independence.
Received: 21.06.2004
Citation:
V. M. Kruglov, “Growth of sums of pairwise independent random variables with infinite means”, Teor. Veroyatnost. i Primenen., 51:2 (2006), 382–385; Theory Probab. Appl., 51:2 (2007), 359–362
Linking options:
https://www.mathnet.ru/eng/tvp60https://doi.org/10.4213/tvp60 https://www.mathnet.ru/eng/tvp/v51/i2/p382
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