Weak convergence of random sums and maximum random sums under nonrandom norming |
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Authors: | V M Kruglov |
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Institution: | (1) Department of Computational Mathematics and Cybernetics, Moscow State University, Vorob'yovy Gory, 119899 Moscow, Russia |
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Abstract: | Necessary and sufficient conditions are obtained for the weak convergence of random sums and maximum random sums of independent
identically distributed random variables. Limit distributions for these sums are described. The indices are not assumed to
be independent of the summands.
Supported in part by Grants NFW000 and NFW300 from the International Science Foundation and the Russian Government and by
Grant No. 93-011-1446 from the Russian Foundation for Fundamental Research.
Proceedings of the XVII Seminar on Stability Problems for Stochastic Models, Kazan, Russia, 1995, Part I. |
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Keywords: | |
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