Summary
This note is concerned with the weak convergence of discounted sums in case the variance of the underlying probability distribution may be infinite.
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Omey, E. A limit theorem for discounted sums. Z. Wahrscheinlichkeitstheorie verw Gebiete 68, 49–51 (1984). https://doi.org/10.1007/BF00535172
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DOI: https://doi.org/10.1007/BF00535172