Open AccessA Note on Exact Laws of Large Numbers for Asymmetric Pareto-type Distributions with Applications to Ratios of Random Variables
Author(s) -
Przemysław Matuła,
Paweł Kurasiński,
Habib Naderi,
André Adler
Publication year - 2020
Publication title -
bulletin of the institute of mathematics academia sinica new series
Language(s) - English
Resource type - Journals
eISSN - 2304-7909
pISSN - 2304-7895
DOI - 10.21915/bimas.2020205
Subject(s) - pareto principle , type (biology) , mathematics , lomax distribution , random variable , pareto distribution , combinatorics , law , statistics , mathematical economics , political science , biology , ecology
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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