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Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.

7 votes
1 answer
437 views

Do the terms of an iid sequence whose law has infinite expected value necessarily exceed the...

Let $\mu$ be a probability measure on $(0,\infty)$, and let $(\mathbf X_n)_1^\infty$ be a sequence of independent $\mu$-distributed random variables. Fix $\kappa > 0$, and consider A) $\int x \; d\mu …
David Simmons left over Monica's user avatar