Intermediately Trimmed Sums of Oppenheim Expansions: a Strong Law
Rita Giuliano, Milto Hadjikyriakou

TL;DR
This paper establishes strong laws for intermediately trimmed sums of random variables with infinite means, including cases with dependent variables via Oppenheim expansions, extending previous results in the field.
Contribution
It introduces new convergence results for intermediately trimmed sums, generalizing prior work and applying to dependent variables through Oppenheim expansions.
Findings
Almost sure convergence of trimmed sums under new conditions
Extension to dependent variables via Oppenheim expansions
First study of generalized Oppenheim expansions in this context
Abstract
The work of this paper is devoted to obtaining strong laws for intermediately trimmed sums of random variables with infinite means. Particularly, we provide conditions under which the intermediately trimmed sums of independent but not identically distributed random variables converge almost surely. Moreover, by dropping the assumption of independence we provide a corresponding convergence result for a special class of Oppenheim expansions. We highlight that the results of this paper generalize the results provided in the recent work of \cite{KS} while the convergence of intermediately trimmed sums of generalized Oppenheim expansions is studied for the first time.
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Taxonomy
TopicsProbability and Risk Models · Stochastic processes and financial applications · Random Matrices and Applications
