Geodesic
On the distribution tail of sum of random number of independent random variables
Proceedings of the Yerevan State University. Physical and mathematical sciences, no. 2 (2003), pp. 140-142.

Voir la notice de l'article provenant de la source Math-Net.Ru

Regular variation conditions for distribution tail of a sum of random number of independent random variables are established. It is assumed that the random index does not depend on the summands.
Mots-clés : Random variables
Keywords: distribution tail of sum. 
@article{UZERU_2003_2_a9,
     author = {I. E. Danielyan},
     title = {On the distribution tail of sum of random number of independent random variables},
     journal = {Proceedings of the Yerevan State University. Physical and mathematical sciences},
     pages = {140--142},
     publisher = {mathdoc},
     number = {2},
     year = {2003},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/UZERU_2003_2_a9/}
}
TY  - JOUR
AU  - I. E. Danielyan
TI  - On the distribution tail of sum of random number of independent random variables
JO  - Proceedings of the Yerevan State University. Physical and mathematical sciences
PY  - 2003
SP  - 140
EP  - 142
IS  - 2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/UZERU_2003_2_a9/
LA  - ru
ID  - UZERU_2003_2_a9
ER  - 
%0 Journal Article
%A I. E. Danielyan
%T On the distribution tail of sum of random number of independent random variables
%J Proceedings of the Yerevan State University. Physical and mathematical sciences
%D 2003
%P 140-142
%N 2
%I mathdoc
%U http://geodesic.mathdoc.fr/item/UZERU_2003_2_a9/
%G ru
%F UZERU_2003_2_a9
I. E. Danielyan. On the distribution tail of sum of random number of independent random variables. Proceedings of the Yerevan State University. Physical and mathematical sciences, no. 2 (2003), pp. 140-142. http://geodesic.mathdoc.fr/item/UZERU_2003_2_a9/

[1] E. Seneta, Pravilno menyayuschiesya funktsii, Nauka, M., 1985 | MR | Zbl

[2] A. J. Stam, “Regular variation of the tail of a subordinated probability distribution”, Adv. Appl. Probab., 5 (1973), 308–327 | DOI | MR | Zbl

[3] R. Greenwood, “Asymptotics of randomly stopped sequences with independent increments”, Ann. Prob., 1973, no. 1, 317–321 | DOI | MR | Zbl

[4] A. Z. Arakelyan, E. A. Danielyan, “O maksimume summ sluchainogo chisla nezavisimykh sluchainykh velichin”, Uchenye zapiski EGU, 2000, no. 2, 24–35

[5] V. Feller, v 2 t., v. 2, Mir, M., 1984, 751 pp. | MR | Zbl