Randomly stopped sums with consistently varying distributions

Autor:	Edita Kizinevič, Jonas Sprindys, Jonas Šiaulys
Jazyk:	angličtina
Rok vydání:	2016
Předmět:	Heavy tail consistently varying tail randomly stopped sum inhomogeneous distributions convolution closure random convolution closure Applied mathematics. Quantitative methods T57-57.97 Mathematics QA1-939
Zdroj:	Modern Stochastics: Theory and Applications, Vol 3, Iss 2, Pp 165-179 (2016)
Druh dokumentu:	article
ISSN:	2351-6046 2351-6054
DOI:	10.15559/16-VMSTA60
Popis:	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.
Databáze:	Directory of Open Access Journals
Externí odkaz:	https://doaj.org/article/e975535ba6f849fc9e567952b7aed579 Zobrazit plný text záznamu View record in DOAJ