Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7547984 | Statistics & Probability Letters | 2018 | 12 Pages |
Abstract
Sufficient conditions are found under which randomly stopped sums, randomly stopped maximums, and randomly stopped maximums of sums are distributed according to O-exponential laws. It is supposed that the basic random variables {ξ1,ξ2,â¦} are real valued and not necessarily identically distributed, whereas the counting random variable η is integer valued, nonnegative, and not degenerate at zero.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Svetlana Danilenko, Jonas Å iaulys, Gediminas Stepanauskas,