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On the stop-loss and total variation distances between random sums

✍ Scribed by Michel Denuit; Sébastien Van Bellegem

Publisher
Elsevier Science
Year
2001
Tongue
English
Weight
131 KB
Volume
53
Category
Article
ISSN
0167-7152

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## I. fntFoduction Let {X,,, n 2 1) be a sequence of independent random variables, P, and f, the distribution function and the characteristic fundion of the X,, respectively. Let us put SN = 2 X,, where N is a pasitive integer-valued random variable independent of X,, ?t 2 1. Furthermore, let { P,