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On complete convergence of the sum of a random number of a stable type P random elements

André Adler and Andrey Volodin

International Journal of Mathematics and Mathematical Sciences, 1995, vol. 18, 1-4

Abstract:

Complete convergence for randomly indexed normalized sums of random elements of the form ∑ j = 1 T n X j / ϕ ( T n ) is established. The random elements { X n } belong to a type p stable space and are assumed to be independent, but not necessarily identically distributed. No assumptions are placed on the joint distributions of the stopping times { T n } .

Date: 1995
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jijmms:637259

DOI: 10.1155/S0161171295000032

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