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A study of the limiting behavior of delayed random sums under non-identical distributions setup

Probability 2018-04-27 v1

Abstract

We consider delayed sums of the type S_{n+an}-Sn where a_n is possibly a positive integer valued random variable satisfying certain conditions and S_n is the sum of independent random variables X_n with distribution functions F_n in {G_1, G_2} . We study the limiting behavior of delayed sums and prove laws of the iterated logarithm of Chover- type. These results extend the results in Vasudeva and Divanji (1992) and Chen (2008).

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Cite

@article{arxiv.1804.09885,
  title  = {A study of the limiting behavior of delayed random sums under non-identical distributions setup},
  author = {Sreehari Maddipatla},
  journal= {arXiv preprint arXiv:1804.09885},
  year   = {2018}
}

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17 pages