Timeline for Asymptotic behavior of a ratio of sums of iid random variables
Current License: CC BY-SA 3.0
10 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Dec 7, 2015 at 20:15 | comment | added | Patrick Sanan | Perhaps not - I am interested in things like Log-Cauchy distributions. | |
| Dec 7, 2015 at 16:54 | comment | added | Douglas Zare | The generalized limit theorem adds a very strong condition on the tails. Is that plausible in your context? | |
| Dec 7, 2015 at 11:12 | answer | added | user36212 | timeline score: 2 | |
| Dec 5, 2015 at 14:45 | comment | added | Patrick Sanan | @CarloBeenakker, that does seem like the correct approach. | |
| Dec 3, 2015 at 22:55 | comment | added | Douglas Zare | What sort of result do you want if $Y$ is constant while $\mathbb{E}X=\infty$? | |
| Dec 3, 2015 at 22:00 | comment | added | Carlo Beenakker | can't you just use the generalized limit theorem, so that $R_n$ approaches the ratio of two independent variables with a Cauchy or Lévy distribution (depending on whether mean or variance are finite) | |
| Dec 3, 2015 at 21:51 | history | edited | Patrick Sanan | CC BY-SA 3.0 |
added 54 characters in body
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| Dec 3, 2015 at 21:50 | comment | added | Patrick Sanan | I'm interested in the case where both are strictly positive, so I will make an edit to that effect. | |
| Dec 3, 2015 at 16:36 | comment | added | usul | What if $\mathbb{E} X = \mathbb{E} Y = 0$? | |
| Dec 3, 2015 at 12:56 | history | asked | Patrick Sanan | CC BY-SA 3.0 |