Weak convergence of distributions of random sums (Q2563396)
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English | Weak convergence of distributions of random sums |
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Weak convergence of distributions of random sums (English)
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11 December 1996
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The problem of weak convergence of random sums to limit distributions is considered where the number of summands is also random. The main assumption is that the summands have the same distribution. There is no assumption about the independence of the number of summands from the summands themselves. Some sufficient conditions for the weak convergence are proved.
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random sum
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weak convergence
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