Sums of a Random Number of Random Variables and their Approximations with ν- Accompanying Infinitely Divisible Laws
Serdica Mathematical Journal, Tome 22 (1996) no. 4, pp. 471-496.

Voir la notice de l'article provenant de la source Bulgarian Digital Mathematics Library

In this paper a general theory of a random number of random variables is constructed. A description of all random variables ν admitting an analog of the Gaussian distribution under ν-summation, that is, the summation of a random number ν of random terms, is given. The v-infinitely divisible distributions are described for these ν-summations and finite estimates of the approximation of ν-sum distributions with the help of v-accompanying infinitely divisible distributions are given. The results include, in particular, the description of geometrically infinitely divisible and geometrically stable distributions as well as their domains of attraction.
Keywords: Infinitely Divisible Laws, Geometric Sums, Rate of Convergence, Probability Metrics
@article{SMJ2_1996_22_4_a0,
     author = {Klebanov, Lev and Rachev, Svetlozar},
     title = {Sums of a {Random} {Number} of {Random} {Variables} and their {Approximations} with \ensuremath{\nu}- {Accompanying} {Infinitely} {Divisible} {Laws}},
     journal = {Serdica Mathematical Journal},
     pages = {471--496},
     publisher = {mathdoc},
     volume = {22},
     number = {4},
     year = {1996},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/SMJ2_1996_22_4_a0/}
}
TY  - JOUR
AU  - Klebanov, Lev
AU  - Rachev, Svetlozar
TI  - Sums of a Random Number of Random Variables and their Approximations with ν- Accompanying Infinitely Divisible Laws
JO  - Serdica Mathematical Journal
PY  - 1996
SP  - 471
EP  - 496
VL  - 22
IS  - 4
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/SMJ2_1996_22_4_a0/
LA  - en
ID  - SMJ2_1996_22_4_a0
ER  - 
%0 Journal Article
%A Klebanov, Lev
%A Rachev, Svetlozar
%T Sums of a Random Number of Random Variables and their Approximations with ν- Accompanying Infinitely Divisible Laws
%J Serdica Mathematical Journal
%D 1996
%P 471-496
%V 22
%N 4
%I mathdoc
%U http://geodesic.mathdoc.fr/item/SMJ2_1996_22_4_a0/
%G en
%F SMJ2_1996_22_4_a0
Klebanov, Lev; Rachev, Svetlozar. Sums of a Random Number of Random Variables and their Approximations with ν- Accompanying Infinitely Divisible Laws. Serdica Mathematical Journal, Tome 22 (1996) no. 4, pp. 471-496. http://geodesic.mathdoc.fr/item/SMJ2_1996_22_4_a0/