Uniform nonintegrability of random variables

被引:1
|
作者
Hu, Zechun [1 ]
Peng, Xue [1 ]
机构
[1] Sichuan Univ, Coll Math, Chengdu 610064, Sichuan, Peoples R China
基金
中国国家自然科学基金;
关键词
Nonintegrable random variables; uniformly nonintegrable random variables; INTEGRABILITY;
D O I
10.1007/s11464-017-0623-6
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
Recently, T. K. Chandra, T. -C. Hu and A. Rosalsky [Statist. Probab. Lett., 2016, 116: 27-37] introduced the notion of a sequence of random variables being uniformly nonintegrable, and presented a list of interesting results on this uniform nonintegrability. We introduce a weaker definition on uniform nonintegrability (W-UNI) of random variables, present a necessary and sufficient condition for W-UNI, and give two equivalent characterizations of W-UNI, one of which is a W-UNI analogue of the celebrated de La Vall,e Poussin criterion for uniform integrability. In addition, we give some remarks, one of which gives a negative answer to the open problem raised by Chandra et al.
引用
收藏
页码:41 / 53
页数:13
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