Random convolution of O-exponential distributions
Articles
Svetlana Danilenko
Vilnius Gediminas Technical University, Lithuania
Jonas Šiaulys
Vilnius University
Published 2015-07-20
https://doi.org/10.15388/NA.2015.3.9
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Keywords

ong tail
random sum
closure property
O-exponential distribution

How to Cite

Danilenko, S. and Šiaulys, J. (2015) “Random convolution of O-exponential distributions”, Nonlinear Analysis: Modelling and Control, 20(3), pp. 447–454. doi:10.15388/NA.2015.3.9.

Abstract

Assume that ξ1ξ2, ... are independent and identically distributed non-negative random variables having the O-exponential distribution. Suppose that η is a nonnegative non-degenerate at zero integer-valued random variable independent of ξ1ξ2, ... . In this paper, we consider the conditions for η under which the distribution of random sum ξ1 + ξ2 + ... + ξη remains in the class of O-exponential distributions.

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