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Limit laws for the averages of exponential random variables

Published online by Cambridge University Press:  24 October 2008

Lajos Horváth
Lajos Horváth
Affiliation:
Department of Statistics, University of Wisconsin-Madison, Madison, Wisconsin 53706-1693, U.S.A.
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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

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References

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