Random convolution of inhomogeneous distributions with $\mathcal{O}$-exponential tail
Probability
2016-04-07 v1
Abstract
Let be a sequence of independent random variables (not necessarily identically distributed), and be a counting random variable independent of this sequence. We obtain sufficient conditions on and under which the distribution function of the random sum belongs to the class of -exponential distributions.
Cite
@article{arxiv.1604.01620,
title = {Random convolution of inhomogeneous distributions with $\mathcal{O}$-exponential tail},
author = {Svetlana Danilenko and Simona Paškauskaitė and Jonas Šiaulys},
journal= {arXiv preprint arXiv:1604.01620},
year = {2016}
}
Comments
Published at http://dx.doi.org/10.15559/16-VMSTA52 in the Modern Stochastics: Theory and Applications (https://www.i-journals.org/vtxpp/VMSTA) by VTeX (http://www.vtex.lt/)