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A limit theorem for discounted sums

✍ Scribed by E. Omey

Publisher: Springer
Year: 1984
Tongue: English
Weight: 85 KB
Volume: 68
Category: Article
ISSN: 1432-2064
DOI: 10.1007/bf00535172

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## Abstract Let __X__, __X__~1~, __X__~2~, … be i.i.d. random variables with nondegenerate common distribution function __F__, satisfying __EX__ = 0, __EX__^2^ = 1. Let __X~i~__ and __M~n~__ = max{__X~i~__, 1 ≤ __i__ ≤ __n__ }. Suppose there exists constants __a~n~__ > 0, __b~n~__ ∈ __R__ and a non