A central limit theorem for random sums of random variables

DOI10.1016/0167-6377(84)90008-7MaRDI QIDQ797897zbMATH OpenOpenAlexFDO

Authors Ushio Sumita, J. George Shanthikumar

Publication date 1984

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6377(84)90008-7

zbMATH Keywords

central limit theoremcumulative shock models

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Review text

In this paper, the authors establish sufficient conditions under which a central limit theorem holds for random sums of i.i.d. random variables. The random numbers of terms in the sums must be independent of the variables and asymptotically Gaussian. The normalization factors are non- random, so that this central limit theorem is readily applicable. The authors apply their result to cumulative shock models.

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• Distribution properties of the system failure time in a general shock model
• General shock models associated with correlated renewal sequences
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Cited in

(18)

• Convergence in law of random sums with non-random centering
• Necessary conditions in limit theorems for cumulative processes.
• On the central limit problem for random sums
• On the rates of convergence in central limit theorems for compound random sums of independent random variables
• Consistency and asymptotic normality of latent block model estimators
• Consistency and asymptotic normality of stochastic block models estimators from sampled data
• Central limit theorem for sampled sums of dependent random variables
• The central limit theorem for summability methods of I.I.D. random variables
• Central limit theorems for sums of extreme values
• scientific article; zbMATH DE number 4030614 (Why is no real title available?)
• scientific article; zbMATH DE number 1223589 (Why is no real title available?)
• A Central Limit Theorem for Cumulative Processes
• scientific article; zbMATH DE number 2074003 (Why is no real title available?)
• scientific article; zbMATH DE number 2075771 (Why is no real title available?)
• A Necessary and Sufficient Condition for Convergence in Law of Random Sums of Random Variables Under Nonrandom Centering
• Exact results for the order picking time distribution under return routing
• Precise large deviations through a uniform Tauberian theorem
• An analysis of the convergence of the direct simulation Monte Carlo method

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