Article ID Journal Published Year Pages File Type
1154278 Statistics & Probability Letters 2016 11 Pages PDF
Abstract

In this correspondence, we introduce the notion of a sequence of random variables being uniformly nonintegrable. Sufficient and, separately, necessary conditions for uniform nonintegrability are presented and we also establish two equivalent characterizations of uniform nonintegrability, one of which is a uniform nonintegrability analogue of the celebrated de La Vallée Poussin criterion for uniform integrability. Several illustrative examples are presented.

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Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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