On the geometric composed variable and the estimate of the stable degree of the Rényi's characteristic theorem (Q1373090)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the geometric composed variable and the estimate of the stable degree of the Rényi's characteristic theorem |
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On the geometric composed variable and the estimate of the stable degree of the Rényi's characteristic theorem (English)
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12 March 1998
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A random sum of \(N\) independently and identically distributed real random variables, when \(N\) has a geometric distribution, is examined in connection with the characterization of an exponential distribution. The stability of a characterization theorem is examined by introducing a concept of epsilon-exponential distribution function, and several results on this concept are established.
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random sum of random variables
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geometric probability law
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characterization
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exponential distribution
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stability
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epsilon-exponential distribution
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