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This article is cited in 9 scientific papers (total in 9 papers)
Limit theorems for the maximal random sums
V. M. Kruglov, Zhang Bo M. V. Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics
Abstract:
Necessary and sufficient conditions are given for monotone sequences of scaled random variables with a random index to converge weakly or converge weakly with the mixing property in Rényi's sense. The main results are related with the case when the terms of the sequences are sequential maximal sums of independent random variables.
Keywords:
weak convergence, mixing property in Rényi's sense, maximalsum of random variables, random variable.
Received: 06.02.1995
Citation:
V. M. Kruglov, Zhang Bo, “Limit theorems for the maximal random sums”, Teor. Veroyatnost. i Primenen., 41:3 (1996), 520–532; Theory Probab. Appl., 41:3 (1997), 468–478
Linking options:
https://www.mathnet.ru/eng/tvp3132https://doi.org/10.4213/tvp3132 https://www.mathnet.ru/eng/tvp/v41/i3/p520
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Abstract page: | 335 | Full-text PDF : | 168 | First page: | 25 |
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