Article ID Journal Published Year Pages File Type
7547984 Statistics & Probability Letters 2018 12 Pages PDF
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,…} 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
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