The integral limit theorem in the first passage problem for sums of independent nonnegative lattice variables
Author(s) -
Yuri Petrovich Virchenko,
M. I. Yastrubenko
Publication year - 2006
Publication title -
abstract and applied analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.228
H-Index - 56
eISSN - 1687-0409
pISSN - 1085-3375
DOI - 10.1155/aaa/2006/56367
Subject(s) - algorithm , computer science
The integral limit theorem as to the probability distribution of the random number νm of summands in the sum ∑k=1νmξk is proved. Here, ξ1,ξ2,… are some nonnegative, mutually independent, lattice randomvariables being equally distributed and νm is defined by the condition that the sum value exceeds at the first time the given level m∈ℕ when the number of terms is equal to νm
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