| Title |
Randomly stopped sums with consistently varying distributions |
| Authors |
Kizinevič, Edita ; Sprindys, Jonas ; Šiaulys, Jonas |
| DOI |
10.15559/16-VMSTA60 |
| Full Text |
|
| Is Part of |
Modern stochastics: theory and applications.. Vilnius : 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 |
Vilnius : VTeX |
| Type |
Journal article |
| Language |
English |
| Publication date |
2016 |
| CC license |
|
