Randomly stopped sums of not identically distributed heavy tailed random variables
| Autor: | Svetlana Danilenko, Jonas Šiaulys |
|---|---|
| Rok vydání: | 2016 |
| Předmět: |
Statistics and Probability
Independent and identically distributed random variables Discrete mathematics Indecomposable distribution Multivariate random variable 010102 general mathematics 01 natural sciences Combinatorics Circular law 010104 statistics & probability Heavy-tailed distribution Sum of normally distributed random variables Illustration of the central limit theorem 0101 mathematics Statistics Probability and Uncertainty Mathematics Central limit theorem |
| Zdroj: | Statistics & Probability Letters. 113:84-93 |
| ISSN: | 0167-7152 |
| DOI: | 10.1016/j.spl.2016.03.001 |
| Popis: | Let { ξ 1 , ξ 2 , … } be a sequence of independent but not necessarily identically distributed non-negative random variables a number of which has distribution functions with dominatingly varying tails. Let η be a counting random variable independent of { ξ 1 , ξ 2 , … } . We consider conditions for random variables { ξ 1 , ξ 2 , … } and η under which distribution of the random sum ξ 1 + ξ 2 + ⋯ + ξ η preserves dominatingly varying tail. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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