Athreya, K. B. - In: Statistics & Probability Letters 1 (1983) 3, pp. 147-150
Let X1, X2, X3, ... be i.i.d. r.v. with EX1 [infinity], E X1 = [mu]. Given a realization X = (X1,X2,...) and integers n and m, construct Yn,i, I = 1, 2, ..., m as i.i.d. r.v. with conditional distribution P*(Yn,i = Xj) = 1/n for 1 [less-than-or-equals, slant] j [less-than-or-equals, slant] n....