Weak convergence of distributions of random sums

MaRDI QIDQ2563396zbMATH OpenFDO

Authors E. V. Rybko

Publication date 11 December 1996

Published in Moscow University Computational Mathematics and Cybernetics (Search for Journal in Brave)

zbMATH Keywords

random sumweak convergence

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Review text

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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