Randomly stopped maximum and maximum of sums with consistently varying distributions
Probability
2017-04-10 v1
Abstract
Let be a sequence of independent random variables, and be a counting random variable independent of this sequence. In addition, let and for . We consider conditions for random variables and under which the distribution functions of the random maximum and of the random maximum of sums belong to the class of consistently varying distributions. In our consideration the random variables are not necessarily identically distributed.
Keywords
Cite
@article{arxiv.1704.02137,
title = {Randomly stopped maximum and maximum of sums with consistently varying distributions},
author = {Ieva Marija Andrulytė and Martynas Manstavičius and Jonas Šiaulys},
journal= {arXiv preprint arXiv:1704.02137},
year = {2017}
}
Comments
Published at http://dx.doi.org/10.15559/17-VMSTA74 in the Modern Stochastics: Theory and Applications (https://www.i-journals.org/vtxpp/VMSTA) by VTeX (http://www.vtex.lt/)