Random sums of random variables and vectors: including infinite means and unequal length sums

DOI10.1007/S10986-015-9290-ZMaRDI QIDQ746983zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

regular variationindependent random variablesrandom sumssubexponential distribution\(O\)-regular variationinfinite mean

Mathematics Subject Classification ID

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)

• Some extremal properties of sums of independent random variables
• Nonparametric estimation in random sum models
• 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
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• Balancing sums of random vectors

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