Random means generated by random variables: expectation and limit theorems
Probability
2022-07-11 v2 Classical Analysis and ODEs
Abstract
We introduce the notion of a random mean generated by a random variable and give a construction of its expected value. We derive some sufficient conditions under which strong laws of large numbers and some limit theorems hold for random means generated by the elements of a sequence of independent and identically distributed random variables.
Cite
@article{arxiv.2009.11728,
title = {Random means generated by random variables: expectation and limit theorems},
author = {Matyas Barczy and Pál Burai},
journal= {arXiv preprint arXiv:2009.11728},
year = {2022}
}
Comments
26 pages