On the Set of Limit Points of Normed Sums of Geometrically Weighted I.I.D. Unbounded Random Variables
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Bibliographic record
Abstract
Abstract For a sequence of i.i.d. unbounded random variables {Y n , n ≥ 1} and a constant b > 1, it is shown for that if 𝔼(log (max {|Y 1|, e})) < ∞, then and for almost every ω ∈ Ω, where l and L are the essential infimum of Y 1 and the essential supremum of Y 1, respectively. For the case where 𝔼(log (max {|Y 1|, e})) = ∞, examples are given wherein the limit point set ℂ is identified and it is not necessarily the interval [l, L]. The current work is a follow-up to the investigation of Li, Qi, and Rosalsky (Stochastic Analysis and Applications, 2008, 28:86–102) identifying the limit point set of W n when Y 1 is bounded; the results for unbounded Y 1 are structurally different from those for bounded Y 1 and are thus not merely simple extensions of the bounded case. Keywords: Almost sure convergenceEssential infimumEssential supremumGeometric weightsLimit pointsSpectrum of a distribution functionSums of geometrically weighted i.i.d. unbounded random variablesMathematics Subject Classification: 60F15 The research of Deli Li was partially supported by a grant from the Natural Sciences and Engineering Research Council of Canada and the research of Yongcheng Qi was partially supported by NSF Grant DMS-0604176.
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| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.001 | 0.002 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.001 | 0.000 |
| Bibliometrics | 0.000 | 0.002 |
| Science and technology studies | 0.000 | 0.000 |
| Scholarly communication | 0.000 | 0.000 |
| Open science | 0.000 | 0.000 |
| Research integrity | 0.000 | 0.000 |
| Insufficient payload (model declined to judge) | 0.000 | 0.000 |
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