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Thread: can a random variable donimant

  1. July 22nd 2010, 07:41 AM #1
    jill
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    can a random variable donimant

    Given two random variables x and y, and a constant c

    What conditions are needed to make:

    Prob( w x + y < c ) \approx Prob( w x < c ), \text{ for } w \rightarrow \infty

    Can anyone help?

    I think E(x) < \infty and E(y) < \infty might do. Is this right?

    tks!!!!
    Last edited by jill; July 22nd 2010 at 01:01 PM.
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  2. July 24th 2010, 07:59 PM #2
    matheagle
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    1 I assume, for all c?
    2 Do you want one or two tilde's?
    One means that the limit of the ratio is 1
    Two means that the limit of the ratio is not infinite, O(1).
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