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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
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
Linking options:
https://www.mathnet.ru/eng/tvp1464https://doi.org/10.4213/tvp1464 https://www.mathnet.ru/eng/tvp/v43/i2/p248
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Abstract page: | 309 | Full-text PDF : | 141 | First page: | 13 |
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