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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
Article

Abstract

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.

Keywords

Weak Convergence Limit Distribution 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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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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