Stable Laws for Sums of Reciprocals

نویسندگان

  • Christopher S. Withers
  • Saralees Nadarajah
چکیده

We obtain the limiting behavior of the sum of reciprocal powers of a random sample. In particular, the mean sample reciprocal tends to a Cauchy distribution centered on the principal value (PV) of the mean population reciprocal. AMS 2000 subject classification: Primary 60E07; Secondary 60F05.

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تاریخ انتشار 2011