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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. Korolevab, V. E. Beningab, L. M. Zaksc, A. I. Zeifmanbde

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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    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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