Randomly stopped minima and maxima with exponential-type distributions

DOI10.15388/NA.2019.2.9zbMath1466.60091WikidataQ115513959 ScholiaQ115513959MaRDI QIDQ5225892

Olena Ragulina, Jonas Šiaulys

Publication date: 29 July 2019

Published in: Nonlinear Analysis: Modelling and Control (Search for Journal in Brave)

zbMATH Keywords

closure propertymaximum of sumscounting random variableclass of exponential distributionsminimum of sumsrandomly stopped maximarandomly stopped minima

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Sums of independent random variables; random walks (60G50)

Related Items (2)

On a closure property of convolution equivalent class of distributions ⋮ Regularly distributed randomly stopped sum, minimum, and maximum

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