A limit theorem for discounted sums

Article

DOI: 10.1007/BF00535172

Cite this article as:
Omey, E. Z. Wahrscheinlichkeitstheorie verw Gebiete (1984) 68: 49. doi:10.1007/BF00535172
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Summary

This note is concerned with the weak convergence of discounted sums in case the variance of the underlying probability distribution may be infinite.

Copyright information

© Springer-Verlag 1984

Authors and Affiliations

  • E. Omey
    • 1
  1. 1.Economische Hogeschool Sint-AloysiusBrusselsBelgium