Weak convergence of random sums

被引：0

作者：

Kruglov, VM ^{[1
]}

Bo, Z

机构：

[1] Moscow MV Lomonosov State Univ, Fac Computat Math & Cybernet, Moscow 119899, Russia

[2] Peking Univ, Sch Econ, Beijing 100871, Peoples R China

来源：

THEORY OF PROBABILITY AND ITS APPLICATIONS | 2001年 / 46卷 / 01期

关键词：

weak convergence; weak compactness; convergence in probability; random sum; distribution function; characteristic function;

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Weak convergence of nonrandomly centered sums of independent random variables with a random number of summands is investigated under the assumption that the number of summands and the summands themselves are independent and the summands are uniformly asymptotically negligible. The theorems proved in this paper are analogues of well-known limit theorems for sums of independent random variables with a nonrandom number of summands.

引用

页码：39 / 57

页数：19

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