Concentration of capital--the product form of the Law of Large Numbers in L1
Krzysztof Oleszkiewicz
Statistics & Probability Letters, 2001, vol. 55, issue 2, 159-162
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
Keywords: Median; The; Law; of; Large; Numbers; Products; of; the; independent; random; variables (search for similar items in EconPapers)
Date: 2001
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