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On the transfer theorems for observed and unobserved random variables

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Języki publikacji
EN
Abstrakty
EN
We characterize the possible weak limits of [Formula} for a sequence {єn,n ≥ 1} of independent random variables [Formula] and a non-random variables (P[єn Є {0,1}] = 1 for n ≥ 1) and a non-random normalizing sequence {kn,n ≥ 1} of positive reals. We consider two cases: when {Xn, n ≥ 1} and {єn, n ≥ 1} are independent or dependent. In the first case we obtain results generalizing transfer theorems, whereas in the other case, only a partial characterization was possible.
Słowa kluczowe
Rocznik
Strony
359--371
Opis fizyczny
Bibliogr. 9 poz.
Twórcy
  • Division of Mathematics, Department of Production Computerisation and Robotisation, Mechanical Engineering Faculty, Lublin University of Technology, Nadbystrzycka 36, 20-618 Lublin, Poland
Bibliografia
  • 1] B. V. Gnedenko and H. Fahim, On a transfer theorem, Dokl. Akad. Nauk SSSR 187 (1969), 15-17 (in Russian).
  • [2] P. Kern, A general multiparameter version of Gnedenko’s transfer theorem, Teor. Veroyatn. Primenen. 60 (2015), 198–206 (in Russian); English transl.: Theory Probab. Appl. 60 (2016), 134-142.
  • [3] L. B. Klebanov and S. T. Rachev, Sums of random variables and their approximations with v-accompanying infinitely divisible laws, Serdica Math. J. 22 (1996), 471-496.
  • [4] T. Krajka and Z. Rychlik, The limiting behaviour of sums and maximums of iid random variables from the viewpoint of different observers, Probab. Math. Statist. 34 (2014), 237-252.
  • [5] V. M. Kruglov and V. Yu. Korolev, Limit Theorems for Random Sums, Moscow Univ. Press, Moscow, 1990 (in Russian).
  • [6] A. Rényi, Probability Theory, Akadémiai Kiadó, Budapest, 1970.
  • [7] D. Szász, On classes of limit distributions for sums of a random number of identically distributed random variables, Teor. Veroyatn. Primenen. 17 (1972), 424-439 (in Russian); English transl.: Theory Probab. Appl. 17 (1972), 401-415.
  • [8] D. Szász, Limit theorems for the distributions of the sums of a random number of random variables, Ann. Math. Statist. 43 (1972), 1902-1913.
  • [9] D. Szász and B. Freyer, One problem of summation with a random index, Lithuanian Math. J. 11 (1971), 181-187.
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-d0c73130-2f29-4539-8707-6d2cdee6812f
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