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A random-sum Wilcoxon statistic and its application to analysis of ROC and LROC data [PDF]
Liansheng Larry Tang
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Weak Convergence of Random Sums
Theory of Probability & Its Applications, 2002The authors prove various limit theorems for sums of a random number of independent random variables. Throughout, the number of variables is independent of the summands themselves.
Kruglov, V. M., Zhang, Bo
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THE SUM OF THE RECIPROCAL OF THE RANDOM WALK
Econometric Theory, 2019This paper derives the limit distribution of the rescaled sum of the reciprocal of the positive part of a random walk with continuously distributed innovations, and of the rescaled sum of the reciprocal of the absolute value of a random walk with continuously distributed innovations. It also considers this statistic for the case of a simple random walk,
Michel, Jon, de Jong, Robert
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On the PDF of the sum of random vectors
IEEE Transactions on Communications, 2000Summary: There are various cases in physics and engineering sciences (especially communications) where one requires the envelope probability density function (pdf) of the sum of several random sinusoidal signals. According to the correspondence between a random sinusoidal signal and a random vector, the sum of random vectors can be considered as an ...
Ali Abdi +2 more
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Characterization of Distributions by Random Sums
SIAM Journal on Algebraic Discrete Methods, 1980Let $N,X_1 ,X_2 , \cdots ,$ be independent random variables with $X_1 ,X_2 , \cdots ,$ being nonnegative and identically distributed. Let N have a power series distribution. Considering the random sum $S = \sum _{i = 1}^N X_i$, the present paper gives a characterization of the distributions of N and $X_i $ by means of the property that, up to a scale ...
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The Convergence of Moments of Random Sums
Theory of Probability & Its Applications, 1989See the review in Zbl 0648.60036.
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Journal of Mathematical Sciences, 1995
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