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WEAK COMPACTNESS OF RANDOM SUMS OF INDEPENDENT RANDOM VARIABLES.

Authors :
Kruglov, V.M.
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