Random sums of random variables and vectors: including infinite means and unequal length sums

DOI10.1007/s10986-015-9290-zzbMath1326.60062OpenAlexW1182367638MaRDI QIDQ746983

Rein Vesilo, Edward Omey

Publication date: 22 October 2015

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10986-015-9290-z

zbMATH Keywords

random sumsregular variationindependent random variablessubexponential distribution\(O\)-regular variationinfinite mean

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Distribution theory (60E99) Limit theorems in probability theory (60F99)

Related Items (2)

Regularly distributed randomly stopped sum, minimum, and maximum ⋮ AN EXTENSION OF RANDOM SUMMATIONS OF INDEPENDENT AND IDENTICALLY DISTRIBUTED RANDOM VARIABLES

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