On uniform nonintegrability for a sequence of random variables

Tapas K. Chandra, Tien-Chung Hu and Andrew Rosalsky

Statistics & Probability Letters, 2016, vol. 116, issue C, 27-37

Abstract: In this correspondence, we introduce the notion of a sequence of random variables being uniformly nonintegrable. Sufficient and, separately, necessary conditions for uniform nonintegrability are presented and we also establish two equivalent characterizations of uniform nonintegrability, one of which is a uniform nonintegrability analogue of the celebrated de La Vallée Poussin criterion for uniform integrability. Several illustrative examples are presented.

Keywords: de La Vallée Poussin criterion for uniform integrability; Nonintegrable random variables; Sequence of uniformly nonintegrable random variables (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1016/j.spl.2016.04.015

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