Title |
Randomly stopped sums with consistently varying distributions / |
Authors |
Kizinevič, Edita ; Sprindys, Jonas ; Šiaulys, Jonas |
DOI |
10.15559/16-VMSTA60 |
Full Text |
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Is Part of |
Modern stochastics: theory and applications.. Kiev : VTeX. 2016, Vol. 3, No. 2, p. 165-179.. ISSN 2351-6054 |
Keywords [eng] |
Heavy tail ; consistently varying tail ; randomly stopped sum ; inhomogeneous distributions ; convolution closure ; random convolution closure. |
Abstract [eng] |
Let {ξ1, ξ2, . . .} be a sequence of independent random variables, and η be a counting random variable independent of this sequence. We consider conditions for {ξ1, ξ2, . . .} and η under which the distribution function of the random sum Sη = ξ1 + ξ2 + ·· ·+ξη belongs to the class of consistently varying distributions. In our consideration, the random variables {ξ1, ξ2, . . .} are not necessarily identically distributed. |
Published |
Kiev : VTeX |
Type |
Journal article |
Language |
English |
Publication date |
2016 |