Existence of moments and an asymptotic result based on a mixture of exponential distributions (Q1091026)

Two very simple theorems and five illustrative examples are given in this paper. Let \(\{F_ t:\) \(0<t<t_ 0\leq \infty \}\) be a family of distributions associated with positive r.v. \(\{Y_ t\}\). The limiting distribution of \(Y^ t_ t\), as \(t\to 0^+\), and the finiteness and form of \(E(Y^ k_ t)\) for any real \(k<1\) are given in two theorems, respectively. The five examples are interesting and provided with an emphasis on distributions related to symmetric random walks and compound Poisson and extreme stable distributions.