Random convolution of inhomogeneous distributions with O\mathcal{O}-exponential tail

preprint2016arXivOpen access

Abstract

Let {ξ1,ξ2,…}\{ξ_1,ξ_2,\ldots\} be a sequence of independent random variables (not necessarily identically distributed), and ηη be a counting random variable independent of this sequence. We obtain sufficient conditions on {ξ1,ξ2,…}\{ξ_1,ξ_2,\ldots\} and ηη under which the distribution function of the random sum Sη=ξ1+ξ2+⋯+ξηS_η=ξ_1+ξ_2+\cdots+ξ_η belongs to the class of O\mathcal{O}-exponential distributions.

Explore this paper’s authors, topics and related work.

Building this map preview

BZPEER is loading the nearby papers, people, topics and institutions for this page.

Reviews 0

Write a reviewWrite

No reviews yet.

Discussion 0

Add a commentWrite

No comments yet.