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Teoriya Veroyatnostei i ee Primeneniya, 1998, Volume 43, Issue 2, Pages 248–271
DOI: https://doi.org/10.4213/tvp1464
(Mi tvp1464)
 

This article is cited in 3 scientific papers (total in 3 papers)

Weak compactness of random sums of independent random variables

V. M. Kruglov

M. V. Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics
Abstract: The shift-compactness of random sums $S_{N_n}^{(n)}$, $S_k^{(n)}=X_{n,1}+\cdots +X_{n,k}$, of independent random variables is investigated under the assumptions that in each sum the summands and their number $N_n$ are independent and that the summands satisfy the condition of uniform asymptotic negligibility in the form
$$ \max_{1\le k\le N_n}\mathsf{P}\{|X_{n,k}|\ge\varepsilon\}\to0 $$
in probability for each $\varepsilon>0$. Some necessary and sufficient conditions are given for the weak compactness of random sums $S_{N_n}^{(n)}-A_n$, and the form of centering constants $A_n$ is described.
Keywords: random variable, distribution function, weak convergence, weak compactness, shift-compactness, random sum.
Received: 25.06.1996
English version:
Theory of Probability and its Applications, 1999, Volume 43, Issue 2, Pages 203–220
DOI: https://doi.org/10.1137/S0040585X97976830
Bibliographic databases:
Language: Russian
Citation: V. M. Kruglov, “Weak compactness of random sums of independent random variables”, Teor. Veroyatnost. i Primenen., 43:2 (1998), 248–271; Theory Probab. Appl., 43:2 (1999), 203–220
Citation in format AMSBIB
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\by V.~M.~Kruglov
\paper Weak compactness of random sums of independent random variables
\jour Teor. Veroyatnost. i Primenen.
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\pages 248--271
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\zmath{https://zbmath.org/?q=an:0947.60058}
\transl
\jour Theory Probab. Appl.
\yr 1999
\vol 43
\issue 2
\pages 203--220
\crossref{https://doi.org/10.1137/S0040585X97976830}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000083189300003}
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  • https://doi.org/10.4213/tvp1464
  • https://www.mathnet.ru/eng/tvp/v43/i2/p248
  • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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