English

Randomly stopped sums with consistently varying distributions

Probability 2016-07-14 v1

Abstract

Let {ξ1,ξ2,}\{\xi_1,\xi_2,\ldots\} be a sequence of independent random variables, and η\eta be a counting random variable independent of this sequence. We consider conditions for {ξ1,ξ2,}\{\xi_1,\xi_2,\ldots\} and η\eta under which the distribution function of the random sum Sη=ξ1+ξ2++ξηS_{\eta}=\xi_1+\xi_2+\cdots+\xi_{\eta} belongs to the class of consistently varying distributions. In our consideration, the random variables {ξ1,ξ2,}\{\xi_1,\xi_2,\ldots\} are not necessarily identically distributed.

Keywords

Cite

@article{arxiv.1607.03619,
  title  = {Randomly stopped sums with consistently varying distributions},
  author = {Edita Kizinevič and Jonas Sprindys and Jonas Šiaulys},
  journal= {arXiv preprint arXiv:1607.03619},
  year   = {2016}
}

Comments

Published at http://dx.doi.org/10.15559/16-VMSTA60 in the Modern Stochastics: Theory and Applications (https://www.i-journals.org/vtxpp/VMSTA) by VTeX (http://www.vtex.lt/)

R2 v1 2026-06-22T14:53:10.695Z