A central limit theorem for random sums of random variables (Q797897)

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.