Journal of Mathematical Sciences

, Volume 81, Issue 5, pp 2957–2969 | Cite as

Weak convergence of random sums and maximum random sums under nonrandom norming

  • V. M. Kruglov


Necessary and sufficient conditions are obtained for the weak convergence of random sums and maximum random sums of independent identically distributed random variables. Limit distributions for these sums are described. The indices are not assumed to be independent of the summands.


Weak Convergence Limit Distribution 
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Copyright information

© Plenum Publishing Corporation 1996

Authors and Affiliations

  • V. M. Kruglov
    • 1
  1. 1.Department of Computational Mathematics and CyberneticsMoscow State UniversityMoscowRussia

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