Random sums of random variables and vectors: including infinite means and unequal length sums
DOI10.1007/S10986-015-9290-ZzbMATH Open1326.60062OpenAlexW1182367638MaRDI QIDQ746983FDOQ746983
Authors: Edward Omey, Rein Vesilo 
Publication date: 22 October 2015
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10986-015-9290-z
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regular variationindependent random variablesrandom sumssubexponential distribution\(O\)-regular variationinfinite mean
Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Limit theorems in probability theory (60F99) Distribution theory (60E99)
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Cited In (7)
- Nonparametric estimation in random sum models
- Some extremal properties of sums of independent random variables
- An extension of random summations of independent and identically distributed random variables
- Regularly distributed randomly stopped sum, minimum, and maximum
- Random convolution of inhomogeneous distributions with \(\mathcal {O} \)-exponential tail
- Title not available (Why is that?)
- Balancing sums of random vectors
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