A note on the ratio of normal and Laplace random variables
β Scribed by Saralees Nadarajah; Samuel Kotz
- Publisher
- Springer
- Year
- 2006
- Tongue
- English
- Weight
- 132 KB
- Volume
- 15
- Category
- Article
- ISSN
- 1613-981X
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
We give necessary and su cient conditions for convergence of series of centered gamma random variables. These series provide distributions from LΓ evy class L of the self-decomposable probability mesures. Relations to Dirichlet series and the background-driving LΓ evy processes (BDLPs) are investiga
approximation and various other sequential procedures, the question of whether suplD~(t) I ---, 0 a.s. (1) t arises. For each t, D,(t) converges to 0 a.s., and by the Glivenko-Cantelli theorem (1) holds if {Y,} is i.i.d. We give an example showing that without the assumption of independence (1) mig