Article ID Journal Published Year Pages File Type
1151265 Statistics & Probability Letters 2016 10 Pages PDF
Abstract

Let {ξ1,ξ2,…}{ξ1,ξ2,…} be a sequence of independent but not necessarily identically distributed non-negative random variables a number of which has distribution functions with dominatingly varying tails. Let ηη be a counting random variable independent of {ξ1,ξ2,…}{ξ1,ξ2,…}. We consider conditions for random variables {ξ1,ξ2,…}{ξ1,ξ2,…} and ηη under which distribution of the random sum ξ1+ξ2+⋯+ξηξ1+ξ2+⋯+ξη preserves dominatingly varying tail.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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