Limit Theorems for the Maximal Random Sums

@inproceedings{Kruglov1997LimitTF,
  title={Limit Theorems for the Maximal Random Sums},
  author={Victor Makarovich Kruglov and Tchzhan Bo},
  year={1997}
}
Necessary and sufficient conditions are given for monotone sequences of scaled random variables with a random index to converge weakly or converge weakly with the mixing property in Renyi's sense. The main results are related with the case when the terms of the sequences are sequential maximal sums of independent random variables. 

Citations

Publications citing this paper.

Paper Title (use style: paper title)

VIEW 2 EXCERPTS
CITES METHODS
HIGHLY INFLUENCED