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Abstrakty
We prove that the sums Sk of independent random vectors satisfy [formula].
Słowa kluczowe
Wydawca
Rocznik
Tom
Strony
155--160
Opis fizyczny
Bibliogr. 18 poz.
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autor
- Faculty of Mathematics and Computer Science Nicolaus Copernicus University 87-100 Toruń, Poland
Bibliografia
- [1] A. Adler and R. Wittmann, Stability of sums of independent random variables, Stoch. Process. Appl. 52 (1994), 179–182.
- [2] P. Billingsley, Probability and Measure, 3rd ed., Wiley, New York, 1995.
- [3] R. C. Bradley, Introduction to Strong Mixing Conditions, Vols. I–III, Kendrick Press, Heber City, UT, 2007.
- [4] P. Embrechts, C. Klüppelberg and T. Mikosch, Modelling Extremal Events in Insurance and Finance, Springer, Berlin, 1997.
- [5] N. Etemadi, On some classical results in probability theory, Sankhya Ser. A 47 (1985), 215–221.
- [6] A. Gut, Stopped RandomWalks. Limit Theorems and Applications, 2nd ed., Springer, New York, 2009.
- [7] P. Hitczenko and S. Montgomery-Smith, Measuring the magnitude of sums of independent random variables, Ann. Probab. 29 (2001), 447–466.
- [8] M. Iosifescu, Quelques applications des coefficients d’indépendance, in: Trans. Fourth Prague Conf. on Information Theory, Statistical Decision Functions, Random Processes (Praha, 1965), Academia, Praha, 1967, 323–332.
- [9] M. Iosifescu and S. Kraaikamp, Metrical Theory of Continued Fractions, Math. Appl. 547, Kluwer, Dordrecht, 2002.
- [10] M. Iosifescu and R. Teodorescu, Random Processes and Learning, Springer, Berlin, 1969.
- [11] J. Jakubowski and R. Sztencel, Introduction to Probability Theory,Wyd. II, SCRIPT, Warszawa, 2001 (in Polish).
- [12] S. Kwapien, unpublished manuscript.
- [13] S. Kwapien and W. A. Woyczynski, Random Series and Stochastic Integrals: Single and Multiple, Birkhäuser, Boston, 1992.
- [14] P. Lévy, Théorie de l’addition des variables aléatoires, Gauthier-Villars, Paris, 1937.
- [15] G. Ottaviani, Sulla teoria astratta del calcolo delle probabilità proposta dal Cantelli, Giorn. Ist. Ital. Attuari 10 (1939), 10–40.
- [16] K. Pietruska-Pałuba, Convergence of certain series of independent random variables, preprint 9/87, Uniw. Warszawski, Warszawa, 1987 (in Polish).
- [17] Z. S. Szewczak, Marcinkiewicz laws with infinite moments, Acta Math. Hungar. 127 (2010), 64–84.
- [18] Z. S. Szewczak, A weak law of large numbers for maxima, Extremes 14 (2011), 325–341.
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Bibliografia
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bwmeta1.element.baztech-414af931-e4a1-4304-b29b-639a4e5bad92