On uniform nonintegrability for a sequence of random variables
作者单位：Applied Statistics DivisionIndian Statistical Institute Department of Mathematics“National Tsing Hua University” Department of StatisticsUniversity of Florida
会议名称：《第十届海峡两岸统计与概率研讨会》
会议日期：2016年
学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学]
关 键 词：de La Vallee Poussin criterion for uniform integrability nonintegrable random variables sequence of uniformly nonintegrable random variables
摘 要：In this correspondence, we introduce the notion of a sequence of random variables being uniformly nonintegrable. Sets of sufficient and, separately, necessary conditions for uniform nonintegrablility are presented and we also establish two equivalent characterizations of uniform nonintegrablility, one of which is a uniform nonintegrablility analogue to the celebrated de La Vallee Poussin criterion for uniform integrablility. Several illustrative examples are presented.