English

Random convolution of inhomogeneous distributions with $\mathcal{O}$-exponential tail

Probability 2016-04-07 v1

Abstract

Let {ξ1,ξ2,}\{\xi_1,\xi_2,\ldots\} be a sequence of independent random variables (not necessarily identically distributed), and η\eta be a counting random variable independent of this sequence. We obtain sufficient conditions on {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 O\mathcal{O}-exponential distributions.

Keywords

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/)

R2 v1 2026-06-22T13:26:29.832Z