V. Yu. Korolev, V. E. Bening, L. M. Zaks, A. I. Zeifman, “Generalized Laplace distribution as a limit law for random sums and statistics constructed from samples with randomsizes”, Inform. Primen., 6:4 (2012), 34

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Informatika i Ee Primeneniya [Informatics and its Applications], 2012, Volume 6, Issue 4, Pages 34–39 (Mi ia230)

This article is cited in 1 scientific paper (total in 1 paper)

Generalized Laplace distribution as a limit law for random sums and statistics constructed from samples with randomsizes

V. Yu. Korolev^ab, V. E. Bening^ab, L. M. Zaks^c, A. I. Zeifman^bde

^a M. V. Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics
^b Institute for Problems of Informatics of RAS
^c Department of Modeling and Mathematical Statistics, Alpha-Bank
^d Vologda State Pedagogical University
^e VSCC CEMI RAS

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Abstract: Limit theorems establishing necessary and sufficient conditions of convergence of random sums and statistics constructed from the samples with random sizes to the generalized Laplace distribution are proved.

Keywords: generalized Laplace distribution; symmetric stable distribution; one-sided stable distribution; scale mixture of normal laws; random sum; sample with random size; mixed Poisson distribution.

Document Type: Article

Language: Russian

Citation: V. Yu. Korolev, V. E. Bening, L. M. Zaks, A. I. Zeifman, “Generalized Laplace distribution as a limit law for random sums and statistics constructed from samples with randomsizes”, Inform. Primen., 6:4 (2012), 34–39

Citation in format AMSBIB

\Bibitem{KorBenZak12}

\by V.~Yu.~Korolev, V.~E.~Bening, L.~M.~Zaks, A.~I.~Zeifman

\paper Generalized Laplace distribution as a limit law for random sums and statistics constructed from samples with randomsizes

\jour Inform. Primen.

\yr 2012

\vol 6

\issue 4

\pages 34--39

\mathnet{http://mi.mathnet.ru/ia230}

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https://www.mathnet.ru/eng/ia/v6/i4/p34

This publication is cited in the following 1 articles:

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