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This article is cited in 10 scientific papers (total in 10 papers)
Limit distributions for doubly stochastically rarefied renewal processes and their properties
V. Yu. Korolevabc a Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics
b Hangzhou Dianzi University, Zhejiang
c Federal Research Center "Computer Science and Control" of Russian Academy of Sciences
Abstract:
A limit theorem is proved for doubly stochastically rarefied renewal processes. It is shown that under rather general conditions, as limit laws in limit theorems for mixed geometric random sums, there appear mixed exponential and mixed Laplace distributions. Some known and new properties of these distributions are reviewed. Also, some nonobvious properties of special representatives of these classes (the Weibull, Mittag-Leffler, Linnik, and other distributions) are described.
Keywords:
doubly stochastically rarefied renewal process, mixed geometric distribution, mixed geometric random sum, mixed exponential distribution, stable distribution, Weibull distribution, Mittag-Leffler distribution, Linnik distribution, Laplace distribution.
Received: 05.10.2016
Citation:
V. Yu. Korolev, “Limit distributions for doubly stochastically rarefied renewal processes and their properties”, Teor. Veroyatnost. i Primenen., 61:4 (2016), 753–773; Theory Probab. Appl., 61:4 (2017), 649–664
Linking options:
https://www.mathnet.ru/eng/tvp5086https://doi.org/10.4213/tvp5086 https://www.mathnet.ru/eng/tvp/v61/i4/p753
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Abstract page: | 506 | Full-text PDF : | 84 | References: | 66 | First page: | 21 |
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