scientific article; zbMATH DE number 1116649
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Publication:4376330
The authors study the distribution of the random variables \[ Z_C(n)= \sum_{k=1}^C \sum_{i=0}^{n-1} I_{\{i< X_k\leq i+1\}} e^{y(i+1)}, \] where \(y_{i}=\int_0^i\delta_sds\), the process \(\delta\) (describing the random interest rate) and random variables \(X_i\) are independent. Some limit theorems including the law of large numbers (when \(C\to \infty\)) are obtained.
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