Randomly stopped maximum and maximum of sums with consistently varying distributions
Let $\{\xi _{1},\xi _{2},\dots \}$ be a sequence of independent random variables, and η be a counting random variable independent of this sequence. In addition, let $S_{0}:=0$ and $S_{n}:=\xi _{1}+\xi _{2}+\cdots +\xi _{n}$ for $n\geqslant 1$. We consider conditions for random variables $\{\xi _{1},...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
VTeX
2017-03-01
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| Series: | Modern Stochastics: Theory and Applications |
| Subjects: | |
| Online Access: | https://vmsta.vtex.vmt/doi/10.15559/17-VMSTA74 |