{
  "id": "1604.01620",
  "version": "v1",
  "published": "2016-04-06T13:40:44.000Z",
  "updated": "2016-04-06T13:40:44.000Z",
  "title": "Random convolution of inhomogeneous distributions with $\\mathcal{O}$-exponential tail",
  "authors": [
    "Svetlana Danilenko",
    "Simona Paškauskaitė",
    "Jonas Šiaulys"
  ],
  "comment": "Published at http://dx.doi.org/10.15559/16-VMSTA52 in the Modern Stochastics: Theory and Applications (https://www.i-journals.org/vtxpp/VMSTA) by VTeX (http://www.vtex.lt/)",
  "journal": "Modern Stochastics: Theory and Applications 2016, Vol. 3, No. 1, 79-94",
  "doi": "10.15559/16-VMSTA52",
  "categories": [
    "math.PR"
  ],
  "abstract": "Let $\\{\\xi_1,\\xi_2,\\ldots\\}$ be a sequence of independent random variables (not necessarily identically distributed), and $\\eta$ be a counting random variable independent of this sequence. We obtain sufficient conditions on $\\{\\xi_1,\\xi_2,\\ldots\\}$ and $\\eta$ under which the distribution function of the random sum $S_{\\eta}=\\xi_1+\\xi_2+\\cdots+\\xi_{\\eta}$ belongs to the class of $\\mathcal{O}$-exponential distributions.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2016-04-06T13:40:44.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "exponential tail",
      "random convolution",
      "inhomogeneous distributions",
      "independent random variables",
      "exponential distributions"
    ],
    "tags": [
      "journal article"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2016arXiv160401620D"
    }
  }
}