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Vietnam Journal of Mathematics 35:3(2007) 255-265

 On the Characterizations and Their Stabilities of the Composed Random Variables by Constant-Regression

Pham Van Chung and Nguyen Huu Bao

Abstract.  Let us consider the composed random variable (r.v) $\eta=\sum_{k=1}^{\nu}\xi_k$ where $\xi_1,\xi_2,...$ are i.i.d r.vs and $\nu$ is positive $r.v$, independent of all $\xi_k$. In [1, 2], we gave some characterizations of the distribution function of $\eta$. In this paper, we give another characteristic function of $\eta$ satisfying some differential equations and prove the stabilities of those theorems.

 

2000 Mathematics Subject Classification: 60E10, 62H05, 62H15, 62HO5, 62H15.

Keywords: Characterization theorem; stability of characterization, stability estimation, probabilitic metric.

 
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