On asymptotic behaviors and convergence rates related to weak limiting distributions of geometric random sums

Title:

On asymptotic behaviors and convergence rates related to weak limiting distributions of geometric random sums

Creator:

Hung, Tran Loc, Kien, Phan Tri, and Nhut, Nguyen Tan

Identifier:

https://cdk.lib.cas.cz/client/handle/uuid:5b488a6d-8ea1-481b-966a-2412832e3047
uuid:5b488a6d-8ea1-481b-966a-2412832e3047
doi:10.14736/kyb-2019-6-0961

Subject:

geometric random sums, Gnedenko's transfer theorem, and Zolotarev probability metric

Type:

model:article and TEXT

Format:

bez média and svazek

Description:

Geometric random sums arise in various applied problems like physics, biology, economics, risk processes, stochastic finance, queuing theory, reliability models, regenerative models, etc. Their asymptotic behaviors with convergence rates become a big subject of interest. The main purpose of this paper is to study the asymptotic behaviors of normalized geometric random sums of independent and identically distributed random variables via Gnedenko's Transfer Theorem. Moreover, using the Zolotarev probability metric, the rates of convergence in some weak limit theorems for geometric random sums are estimated.

Language:

English

Rights:

http://creativecommons.org/publicdomain/mark/1.0/
policy:public

Coverage:

961-975

Source:

Kybernetika | 2019 Volume:55 | Number:6

Harvested from:

CDK

Metadata only:

false