Randomly stopped sums with consistently varying distributions
Probability
2016-07-14 v1
Abstract
Let be a sequence of independent random variables, and be a counting random variable independent of this sequence. We consider conditions for and under which the distribution function of the random sum belongs to the class of consistently varying distributions. In our consideration, the random variables are not necessarily identically distributed.
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/)