Random Sums of Independent Random Vectors Attracted by (Semi)-Stable Hemigroups

Verfasser / Beitragende:
[P. Becker-Kern]
Ort, Verlag, Jahr:
2004
Enthalten in:
Journal of Applied Analysis, 10/1(2004-06), 83-104
Format:
Artikel (online)
ID: 378915371
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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 
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