On Random Sums of Random Vectors
Teicher, Henry
Ann. Math. Statist., Tome 36 (1965) no. 6, p. 1450-1458 / Harvested from Project Euclid
To obtain the limit distribution of a sequence $T_n$ of random vectors, the $j$th component of $T_n$ being the sum of a random number $N_n^{(j)}$ of $j$th components of independent, identically distributed chance vectors $X_n$, it is first necessary to treat the special case where the $N_n^{(j)}$ are degenerate random variables. This is done in Section 2 and generalized to infinitely divisible limits in Section 4. The basic problem is treated in Section 3 and generalizations of theorems of Doeblin [3], Anscombe [1] and Renyi [7] are obtained.
Publié le : 1965-10-14
Classification: 
@article{1177699904,
     author = {Teicher, Henry},
     title = {On Random Sums of Random Vectors},
     journal = {Ann. Math. Statist.},
     volume = {36},
     number = {6},
     year = {1965},
     pages = { 1450-1458},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177699904}
}
Teicher, Henry. On Random Sums of Random Vectors. Ann. Math. Statist., Tome 36 (1965) no. 6, pp.  1450-1458. http://gdmltest.u-ga.fr/item/1177699904/