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Limit laws for the averages of exponential random variables
Published online by Cambridge University Press: 24 October 2008
Extract
Let {Xi. i ≥1} be a sequence of independent exponential random variables with mean 1. Setting S(n) = X1 +…+ Xn, S(0) = 0, we define
where f is a real-valued, measurable function satisfying
.
- Type
- Research Article
- Information
- Mathematical Proceedings of the Cambridge Philosophical Society , Volume 105 , Issue 2 , March 1989 , pp. 381 - 388
- Copyright
- Copyright © Cambridge Philosophical Society 1989