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LIMIT THEOREMS FOR RANDOM EXPONENTIALS: THE BOUNDED SUPPORT CASE.

Authors :
GRABCHAK, M.
MOLCHANOV, S. A.
Source :
Theory of Probability & Its Applications; 2018, Vol. 63 Issue 4, p634-647, 14p
Publication Year :
2018

Abstract

In this paper we study the asymptotic distributions, under appropriate normalization, of the sum ... and the lt norm Rt = S<subscript>t</subscript><superscript>1/t</superscript>, when N<subscript>t</subscript> → ∞ as t → ∞ and X<subscript>1</subscript>,X<subscript>2</subscript>, . . . are independent and identically distributed random variables in the maximum domain of attraction of the reverse-Weibull distribution. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
0040585X
Volume :
63
Issue :
4
Database :
Complementary Index
Journal :
Theory of Probability & Its Applications
Publication Type :
Academic Journal
Accession number :
136531226
Full Text :
https://doi.org/10.1137/S0040585X97T989295