Abstract:
Let {Xn} be a sequence of sums of independent random variables:
Xn=Xn1+Xn2+⋯+Xnkn,n=1,2,…
We investigate the connections between the sequence of distribution functions {P(Xn<u)} and the sequences of distribution functions {P(min1⩽j⩽knXnj<u)} and
{P(max1⩽j⩽knXnj<u)}. The limit theorems in Lévy's metrics, the conditions for the convergence of moments and the global limit theorems are proved.
Citation:
V. M. Kruglov, “The sum and the order statistics of independent random variables”, Teor. Veroyatnost. i Primenen., 24:4 (1979), 710–727; Theory Probab. Appl., 24:4 (1980), 712–728
\Bibitem{Kru79}
\by V.~M.~Kruglov
\paper The sum and the order statistics of independent random variables
\jour Teor. Veroyatnost. i Primenen.
\yr 1979
\vol 24
\issue 4
\pages 710--727
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\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=550528}
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\transl
\jour Theory Probab. Appl.
\yr 1980
\vol 24
\issue 4
\pages 712--728
\crossref{https://doi.org/10.1137/1124085}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1979KW11900003}
Linking options:
https://www.mathnet.ru/eng/tvp2892
https://www.mathnet.ru/eng/tvp/v24/i4/p710
This publication is cited in the following 2 articles:
V. I. Rotar', A. G. Sholomitskii, “A Condition for Convergence of Convolutions”, Theory Probab. Appl., 37:2 (1993), 398–401
V. I. Rotar', “On summation of independent variables in a non-classical situation”, Russian Math. Surveys, 37:6 (1982), 151–175