Modern Stochastics: Theory and Applications

Keywords: convolution closure

Title

Author

Types

Abstract

Keywords

Published

Pages

Volumes

Issues

DOI

Affiliation

Classifications

Search results 1

Order by:

Select: All None Download:

Randomly stopped sums with consistently varying distributions

Edita Kizinevič Jonas Sprindys Jonas Šiaulys

https://doi.org/10.15559/16-VMSTA60

Pub. online: 4 Jul 2016 Type: Research Article

Open Access

Journal: Modern Stochastics: Theory and Applications Volume 3, Issue 2 (2016), pp. 165–179

Abstract

Let

$\{\xi _{1},\xi _{2},\dots \}$ be a sequence of independent random variables, and η be a counting random variable independent of this sequence. We consider conditions for

$\{\xi _{1},\xi _{2},\dots \}$ and η under which the distribution function of the random sum

$S_{\eta }=\xi _{1}+\xi _{2}+\cdots +\xi _{\eta }$ belongs to the class of consistently varying distributions. In our consideration, the random variables

$\{\xi _{1},\xi _{2},\dots \}$ are not necessarily identically distributed.

Items per page

RSS

Detailed search

Search results 1

Export citation

Copy and paste formatted citation

Download citation in file

Authors