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This article is cited in 4 scientific papers (total in 4 papers)
Convergence to a process with independent increments in a scheme of increasing sums of dependent random variables
V. G. Mikhailov
Abstract:
This article derives conditions under which a sequence of random set functions on subsets of a finite-dimensional space constructed in terms of increasing sums of dependent nonnegative random variables converges (in the sense of convergence of finite-dimensional distributions) to a random set function with independent increments which have infinitely divisible distributions. The results obtained are applied to the problem of the number of long repetitions in a sequence of trials.
Bibliography: 4 titles.
Received: 20.11.1973
Citation:
V. G. Mikhailov, “Convergence to a process with independent increments in a scheme of increasing sums of dependent random variables”, Math. USSR-Sb., 23:2 (1974), 271–286
Linking options:
https://www.mathnet.ru/eng/sm3682https://doi.org/10.1070/SM1974v023n02ABEH001720 https://www.mathnet.ru/eng/sm/v136/i2/p283
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Abstract page: | 410 | Russian version PDF: | 109 | English version PDF: | 37 | References: | 71 | First page: | 1 |
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