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arxiv: 1609.04910 · v4 · pith:3GGBUUWInew · submitted 2016-09-16 · 🧮 math.PR

Strong laws of large numbers for intermediately trimmed sums of i.i.d. random variables with infinite mean

classification 🧮 math.PR
keywords largenumbersstrongtrimmeddistributionfunctionrandomsums
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We consider moderately trimmed sums of non-negative i.i.d. random variables. We show that for every distribution function there exists a proper moderate trimming such that for the trimmed sum a non-trivial strong law of large numbers holds. In case that the distribution function has regularly varying tails we give necessary and sufficient conditions on the trimming for a strong law of large numbers to hold.

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