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WROCŁAW UNIVERSITY
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Contents of PMS, Vol. 8, Fasc. ,
pages 41 - 47
 

WEAK CONVERGENCE OF RANDOM SUMS OF INFIMA OF INDEPENDENT RANDOM VARIABLES

Halina Hebda-Grabowska

Abstract: Let (Y ,n > 1) n be a sequence of independent positive random variables, defined on a probability space (_O_, A,P), with a common distribution function F. Put

sum n Ym*= inf(Y1,Y2,...,Ym),m > 1 and Sn = Y*m,n > 1. m=1

In this paper mixing limit theorem for the sums Sn, n > 1, is given and the random central limit theorem is proved.

2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;

Key words and phrases: -

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