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Teoriya Veroyatnostei i ee Primeneniya, 1972, Volume 17, Issue 3, Pages 424–438
(Mi tvp2655)
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This article is cited in 16 scientific papers (total in 16 papers)
On the limiting distribution classes for sums of a random number of independent identically distributed random variables
D. Szász Budapest
Abstract:
Let, for every $n$, $\{\xi_{nk}\}_{k=1,\dots,k_n}$ be independent identically distributed random variables and $\nu_n$ be a non-negative integer-valued random variable independent of the random variables $\{\xi_{nk}\}_{k=1,\dots,k_n}$. Put $S_k^{(n)}=\xi_{n1}+\dots+\xi_{nk}$ and suppose that $\nu_n\to\infty$ in probability. It is proved that, if
$$
\mathbf P\{S_{\nu_n}^{(n)}<x\}\to\Phi(x),
$$
where $\Phi(x)$ is an arbitrary distribution function, then there exists a sequence of integers $k_n$ such that the sequences of random variables $\{S_{k_n}^{(n)}\}_{n=1,2,\dots}$ and $\{\nu_n/k_n\}_{n=1,2,\dots}$are weakly compact. On the basis of this fact, limiting classes in (1) are characterized and necessary conditions of the convergence (1) are given.
Received: 24.11.1970
Citation:
D. Szász, “On the limiting distribution classes for sums of a random number of independent identically distributed random variables”, Teor. Veroyatnost. i Primenen., 17:3 (1972), 424–438; Theory Probab. Appl., 17:3 (1973), 401–415
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