Affiliation:
1. Institute of Mathematics, Vilnius University, Naugarduko 24, LT-03225 Vilnius, Lithuania
Abstract
Let {ξ1,ξ2,…} be a sequence of independent possibly differently distributed random variables, defined on a probability space (Ω,F,P) with distribution functions {Fξ1,Fξ2,…}. Let η be a counting random variable independent of sequence {ξ1,ξ2,…}. In this paper, we find conditions under which the distribution function of randomly stopped sum Sη=ξ1+ξ2+…+ξη belongs to the class of generalized subexponential distributions.
Subject
Geometry and Topology,Logic,Mathematical Physics,Algebra and Number Theory,Analysis
Cited by
2 articles.
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