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Teoriya Veroyatnostei i ee Primeneniya, 1994, Volume 39, Issue 2, Pages 313–333
(Mi tvp3804)
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This article is cited in 39 scientific papers (total in 39 papers)
Convergence of random sequences with the independent random indices. I
V. Yu. Korolev M. V. Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics
Abstract:
Necessary and sufficient conditions are obtained for the weak convergense of arbitrary random sequences with independent random indices under nonrandom centering and normalization. The relationship between these conditions and the concept of identifiability of families of probability distributions is traced back. As particular cases,. the conditions for the convergence of “growing” random sums and maximum partial random sums are given.
Keywords:
random sequences with random indices, weak convergence, tightness, location mixtures, scale mixtures, identifiable mixtures, random sums.
Received: 13.09.1993
Citation:
V. Yu. Korolev, “Convergence of random sequences with the independent random indices. I”, Teor. Veroyatnost. i Primenen., 39:2 (1994), 313–333; Theory Probab. Appl., 39:2 (1994), 282–297
Linking options:
https://www.mathnet.ru/eng/tvp3804 https://www.mathnet.ru/eng/tvp/v39/i2/p313
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