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Mathematics of the USSR-Sbornik, 1974, Volume 23, Issue 2, Pages 271–286
DOI: https://doi.org/10.1070/SM1974v023n02ABEH001720
(Mi sm3682)
 

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
References:
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
Bibliographic databases:
Document Type: Article
UDC: 519.2
MSC: Primary 60F05; Secondary 60J30
Language: English
Original paper language: Russian
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
Citation in format AMSBIB
\Bibitem{Mik74}
\by V.~G.~Mikhailov
\paper Convergence to a~process with independent increments in a~scheme of increasing sums of dependent random variables
\jour Math. USSR-Sb.
\yr 1974
\vol 23
\issue 2
\pages 271--286
\mathnet{http://mi.mathnet.ru//eng/sm3682}
\crossref{https://doi.org/10.1070/SM1974v023n02ABEH001720}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=356181}
\zmath{https://zbmath.org/?q=an:0324.60023}
Linking options:
  • https://www.mathnet.ru/eng/sm3682
  • https://doi.org/10.1070/SM1974v023n02ABEH001720
  • https://www.mathnet.ru/eng/sm/v136/i2/p283
  • This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Математический сборник (новая серия) - 1964–1988 Sbornik: Mathematics
    Statistics & downloads:
    Abstract page:410
    Russian version PDF:109
    English version PDF:37
    References:71
    First page:1
     
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