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Teoriya Veroyatnostei i ee Primeneniya, 1979, Volume 24, Issue 4, Pages 710–727
(Mi tvp2892)
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This article is cited in 2 scientific papers (total in 2 papers)
The sum and the order statistics of independent random variables
V. M. Kruglov M. V. Lomonosov Moscow State University
Abstract:
Let $\{X_n\}$ be a sequence of sums of independent random variables:
$$
X_n=X_{n1}+X_{n2}+\dots+X_{nk_n},\qquad n=1,2,\dots
$$
We investigate the connections between the sequence of distribution functions $\{\mathbf P(X_n<u)\}$ and the sequences of distribution functions $\displaystyle\{\mathbf P(\min_{1\le j\le k_n}X_{nj}<u)\}$ and
$\displaystyle\{\mathbf P(\max_{1\le j\le k_n}X_{nj}<u)\}$. The limit theorems in Lévy's metrics, the conditions for the convergence of moments and the global limit theorems are proved.
Received: 07.03.1978
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
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https://www.mathnet.ru/eng/tvp2892 https://www.mathnet.ru/eng/tvp/v24/i4/p710
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