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Vietnam
Journal of Mathematics 35:3(2007) 255-265
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On
the Characterizations and Their Stabilities of the Composed Random
Variables by Constant-Regression
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Pham Van Chung and Nguyen
Huu Bao
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Abstract.
Let us consider the composed random variable (r.v) where ξ1,
ξ2,... are
i.i.d r.vs and ν is positive r.v, independent of all ξk. In [1, 2], we
gave some characterizations of the distribution function of η. In this paper, we give
another characteristic function of η
satisfying some differential equations and prove the stabilities of those
theorems.
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2000
Mathematics Subject Classification: 60E10, 62H05, 62H15, 62HO5, 62H15.
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Keywords:
Characterization theorem; stability of characterization, stability
estimation, probabilitic metric.
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Established
by Vietnam Academy of Science and Technology & Vietnam Mathematical
Society
Published
by Springer since January 2013
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