Comparisons between tail probabilities of sums of independent symmetric random variables
Alexander R. Pruss (1997)
Annales de l'I.H.P. Probabilités et statistiques
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Alexander R. Pruss (1997)
Annales de l'I.H.P. Probabilités et statistiques
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M. Fisz (1953)
Studia Mathematica
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Antonín Špaček (1949)
Časopis pro pěstování matematiky a fysiky
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Guang-hui Cai (2007)
Mathematica Slovaca
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Wiesław Dziubdziela, Agata Tomicka-Stisz (1999)
Applicationes Mathematicae
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Let be a sequence of independent and identically distributed random variables with continuous distribution function F(x). Denote by X(1,k),X(2,k),... the kth record values corresponding to We obtain some stochastic comparison results involving the random kth record values X(N,k), where N is a positive integer-valued random variable which is independent of the .
Kozubowski, Tomasz, Podgórski, Krzysztof (1999)
Serdica Mathematical Journal
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Let (Xi ) be a sequence of i.i.d. random variables, and let N be a geometric random variable independent of (Xi ). Geometric stable distributions are weak limits of (normalized) geometric compounds, SN = X1 + · · · + XN , when the mean of N converges to infinity. By an appropriate representation of the individual summands in SN we obtain series representation of the limiting geometric stable distribution. In addition, we study...
Andrzej Kłopotowski (1980)
Banach Center Publications
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