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Concentration of capital--the product form of the Law of Large Numbers in L1

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  • Oleszkiewicz, Krzysztof
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    Abstract

    Let X1,X2,... be i.i.d. copies of a non-negative real random variable X having continuous distribution and such that EX(lnX)3

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    Bibliographic Info

    Article provided by Elsevier in its journal Statistics & Probability Letters.

    Volume (Year): 55 (2001)
    Issue (Month): 2 (November)
    Pages: 159-162

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    Handle: RePEc:eee:stapro:v:55:y:2001:i:2:p:159-162

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    Related research

    Keywords: Median The Law of Large Numbers Products of the independent random variables;

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