Hu, Tien-Chung; Rosalsky, Andrew - In: Statistics & Probability Letters 97 (2015) C, pp. 212-215
In this correspondence, we prove that if X is a random variable with P(X=0)=0 and E|X|=∞, then there exists a continuous function G on (0,∞) with 0G(x)↑∞ and xG(x)↑∞ as 0x↑∞ such that E(|X|/G(|X|))=∞. An application of this result pertaining to the Kolmogorov strong law of...
