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WEAK COMPACTNESS OF RANDOM SUMS OF INDEPENDENT RANDOM VARIABLES.
- Source :
-
Theory of Probability & Its Applications . 1999, Vol. 43 Issue 2, p203. 18p. - Publication Year :
- 1999
-
Abstract
- The shift-compactness of random sums S[SUP(n),SUBN[SUBn]], S[SUP(n),SUBk] = X[SUBn,1] +…+ X[SUBn,k], of independent random variables is investigated under the assumptions that in each sum the summands and their number N[SUBn] are independent and that the summands satisfy the condition of uniform asymptotic negligibility in the form [This equation is not coverted in ascii text.] in probability for each ε > 0. Some necessary and sufficient conditions are given for the weak compactness of random sums S[SUP(n),SUBN[SUBn]] -- A[SUBn], and the form of centering constants A[SUBn] is described. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 0040585X
- Volume :
- 43
- Issue :
- 2
- Database :
- Academic Search Index
- Journal :
- Theory of Probability & Its Applications
- Publication Type :
- Academic Journal
- Accession number :
- 10644235
- Full Text :
- https://doi.org/10.1137/S0040585X97976830