Randomly stopped minima and maxima with exponential-type distributions
Let {ξ1, ξ2,...} be a sequence of independent real-valued and possibly nonidentically distributed random variables. Suppose that η is a nonnegative, nondegenerate at 0 and integer-valued random variable, which is independent of {ξ1, ξ2,...}. In this paper, we consider conditions for {ξ1, ξ2,...} an...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
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Vilnius University Press
2019-02-01
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| Series: | Nonlinear Analysis |
| Subjects: | |
| Online Access: | http://www.zurnalai.vu.lt/nonlinear-analysis/article/view/12904 |
| Summary: | Let {ξ1, ξ2,...} be a sequence of independent real-valued and possibly nonidentically distributed random variables. Suppose that η is a nonnegative, nondegenerate at 0 and integer-valued random variable, which is independent of {ξ1, ξ2,...}. In this paper, we consider conditions for {ξ1, ξ2,...} and η under which the distributions of the randomly stopped maxima and minima as well as randomly stopped maxima of sums and randomly stopped minima of sums belong to the class of exponential distributions.
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| ISSN: | 1392-5113 2335-8963 |