Athreya, Krishna - In: Economic Theory 23 (2003) 1, pp. 107-122
Let <InlineEquation ID="Equ1"> <EquationSource Format="TEX">$F \equiv \{f : f : [0, \infty) \rightarrow [0, \infty), f (0)=0, f$</EquationSource> </InlineEquation> continuous, <InlineEquation ID="Equ2"> <EquationSource Format="TEX">$\lim\limits_{x \downarrow 0} \frac{f(x)}{x}=C$</EquationSource> </InlineEquation> exists in <InlineEquation ID="Equ3"> <EquationSource Format="TEX">$(0, \infty), 0 < g (x) \equiv \frac{f(x)}{C x} < 1$</EquationSource> </InlineEquation> for x in <InlineEquation ID="Equ4"> <EquationSource Format="TEX">$(0, \infty)\}$</EquationSource> </InlineEquation>. Let <InlineEquation ID="Equ5"> <EquationSource Format="TEX">$\{f_j\}_{j \geq 1}$</EquationSource> </InlineEquation> be an i.i.d. sequence from F and X <Subscript>0</Subscript> be a nonnegative random variable...</subscript></equationsource></inlineequation></equationsource></inlineequation></g></equationsource></inlineequation></equationsource></inlineequation></equationsource></inlineequation>