On uniform nonintegrability for a sequence of random variables

Authors

Tapas K. Chandra, Indian Statistical Institute, Kolkata
Tien Chung Hu, National Tsing Hua University
Andrew Rosalsky, College of Liberal Arts and Sciences

Article Type

Research Article

Publication Title

Statistics and Probability Letters

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.

First Page

27

Last Page

37

DOI

10.1016/j.spl.2016.04.015

Publication Date

1-1-2016

Recommended Citation

Chandra, Tapas K.; Hu, Tien Chung; and Rosalsky, Andrew, "On uniform nonintegrability for a sequence of random variables" (2016). Journal Articles. 4359.
https://digitalcommons.isical.ac.in/journal-articles/4359