Random Sums of Independent Random Vectors Attracted by (Semi)-Stable Hemigroups
Gespeichert in:
Verfasser / Beitragende:
[P. Becker-Kern]
Ort, Verlag, Jahr:
2004
Enthalten in:
Journal of Applied Analysis, 10/1(2004-06), 83-104
Format:
Artikel (online)
Online Zugang:
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| 100 | 1 | |a Becker-Kern |D P. |u Fachbereich Mathematik, Universität Dortmund, D-44221 Dortmund, Germany. email: pbk@math.uni-dortmund.de | |
| 245 | 1 | 0 | |a Random Sums of Independent Random Vectors Attracted by (Semi)-Stable Hemigroups |h [Elektronische Daten] |c [P. Becker-Kern] |
| 520 | 3 | |a Let (Xn ) be a sequence of independent not necessarily identically distributed random vectors belonging to the domain of attraction of a stable or semistable hemigroup, i.e. for an increasing sampling sequence (kn ) such that k n+1 /kn → c ≥ 1 and linear operators An , the normalized sums converge in distribution uniformly on compact subsets of {0 ≤ s < t} to some full probability μs,t . Suppose that (Tn ) is a sequence of positive integer valued random variables such that Tn/kn converges in probability to some positive random variable, where we do not assume (Xn ) and (Tn ) to be independent. Then weak limit theorems of random sums, where the sampling sequence (kn ) is replaced by random sample sizes (Tn ), are presented. | |
| 540 | |a © Heldermann Verlag | ||
| 690 | 7 | |a Random sum |2 nationallicence | |
| 690 | 7 | |a semistable hemigroup |2 nationallicence | |
| 690 | 7 | |a random sample size |2 nationallicence | |
| 690 | 7 | |a Anscombe-condition |2 nationallicence | |
| 690 | 7 | |a operator selfdecomposability |2 nationallicence | |
| 690 | 7 | |a random centering |2 nationallicence | |
| 773 | 0 | |t Journal of Applied Analysis |d Walter de Gruyter GmbH & Co. KG |g 10/1(2004-06), 83-104 |x 1425-6908 |q 10:1<83 |1 2004 |2 10 |o JAA | |
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| 950 | |B NATIONALLICENCE |P 100 |E 1- |a Becker-Kern |D P. |u Fachbereich Mathematik, Universität Dortmund, D-44221 Dortmund, Germany. email: pbk@math.uni-dortmund.de | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t Journal of Applied Analysis |d Walter de Gruyter GmbH & Co. KG |g 10/1(2004-06), 83-104 |x 1425-6908 |q 10:1<83 |1 2004 |2 10 |o JAA | ||
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