Uniform nonintegrability of random variables

Abstract

Recently, T. K. Chandra, T. -C. Hu and A. Rosalsky [Statist. Probab. Lett., 2016, 116: 27–37] introduced the notion of a sequence of random variables being uniformly nonintegrable, and presented a list of interesting results on this uniform nonintegrability. We introduce a weaker definition on uniform nonintegrability (W-UNI) of random variables, present a necessary and sufficient condition for W-UNI, and give two equivalent characterizations of WUNI, one of which is a W-UNI analogue of the celebrated de La Vallée Poussin criterion for uniform integrability. In addition, we give some remarks, one of which gives a negative answer to the open problem raised by Chandra et al.

Keywords

Nonintegrable random variables / uniformly nonintegrable random variables

References

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