Conditional moments and linear regression for stable random variables
โ Scribed by Gennady Samorodnitsky; Murad S. Taqqu
- Book ID
- 107950387
- Publisher
- Elsevier Science
- Year
- 1991
- Tongue
- English
- Weight
- 890 KB
- Volume
- 39
- Category
- Article
- ISSN
- 0304-4149
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
The right-hand-sides of Eqs. ( ), ( ) (of both equalities), Eqs. ( ), (28) (only of the rightmost equality), Eq. ( ) (only of the first two equalities), Eqs. (51a), ( ) and ( ) should be divided by the probability P defined by Eq. ( ). Finally, the third equality of Eq. ( ) should read: 1 P
We prove a Baum-Katz law for partial sums of i.i.d, random variables under moment conditions slightly below the existence of the moment generating function. This particularly sheds some additional light on a strong law of large numbers recently established by the author. (~