Randomly stopped sums with exponential-type distributions

Assume that {ξ1, ξ2, …} are independent and possibly nonidentically distributed random variables. Suppose that η is a nonnegative, nondegenerate at zero and integer-valued random variable, which is independent of {ξ1, ξ2, …}. In this paper, we consider conditions for η and {ξ1, ξ2, …} under which th...

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Bibliographic Details
Main Authors: Svetlana Danilenko, Jurgita Markevičiūtė, Jonas Šiaulys
Format: Article
Language:English
Published: Vilnius University Press 2017-10-01
Series:Nonlinear Analysis
Subjects:
Online Access:http://www.zurnalai.vu.lt/nonlinear-analysis/article/view/13362