On stability of sums of nonnegative random variables
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 13, Tome 361 (2008), pp. 78-82
Citer cet article
Voir la notice du chapitre de livre provenant de la source Math-Net.Ru
We present sufficient conditions for stability of sums of nonnegative random variables having finite moments of the second order. We demonstrate that these conditions are nonimprovable in some sense. Bibl. – 4 titles.
[1] B. V. Gnedenko, A. N. Kolmogorov, Predelnye raspredeleniya dlya summ nezavisimykh sluchainykh velichin, Gostekhteoretizdat, Moskva–Leningrad, 1949
[2] N. Etemadi, “Stability of sums of weighted nonnegative random variables”, J. Multivariate Analysis, 13 (1983), 361–365 | DOI | MR | Zbl
[3] V. V. Petrov, Summy nezavisimykh sluchainykh velichin, Nauka, Moskva, 1972 | MR
[4] V. V. Petrov, “Ob usilennom zakone bolshikh chisel dlya posledovatelnosti neotritsatelnykh sluchainykh velichin”, Teoriya veroyatn. i ee primen., 53:2 (2008), 379–382