Limit laws for the averages of exponential random variables

DOI10.1017/S0305004100067876zbMATH Open0685.60026OpenAlexW2164178401MaRDI QIDQ4735865FDOQ4735865

Authors: Lajos Horváth 

Publication date: 1989

Published in: Mathematical Proceedings of the Cambridge Philosophical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0305004100067876

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• Publication:4735864
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zbMATH Keywords

central limit theoremexponential random variableslaw of iterated logarithm

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

Cites Work

• Probabilistic and Deterministic Averaging
• Strong approximation of renewal processes
• Strong approximation of extended renewal processes
• The average of the values of a function at random points

Cited In (6)

• An asymptotic behavior of the mean of some exponential functionals of a random walk
• Limit laws for exponential families
• Title not available (Why is that?)
• A central limit theorem of dependent sums of standard exponential functionals motivated by extreme value theory
• The area of exponential random walk and partial sums of uniform order statistics
• Limit laws for sums of products of exponentials of iid random variables

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