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Found 76 Documents (Results 1–76)

Bounds for the concentration functions of random sums under relaxed moment conditions. (English. Russian original) Zbl 1388.60047

Theory Probab. Appl. 62, No. 1, 84-97 (2018); translation from Teor. Veroyatn. Primen. 62, No. 1, 104-121 (2017).
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Sharpened upper bounds for the absolute constant in the Berry-Esseen inequality for mixed Poisson random sums. (English. Russian original) Zbl 1226.60035

Dokl. Math. 81, No. 2, 180-182 (2010); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 431, No. 1, 16-19 (2010).
MSC:  60F05
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On the problem of reconstructing a summands distribution by the distribution of their sum. (English. Russian original) Zbl 1032.60010

Theory Probab. Appl. 46, No. 3, 420-430 (2001); translation from Teor. Veroyatn. Primen. 46, No. 3, 449-462 (2001).
MSC:  60E05 62E10
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Asymptotic properties of extrema of compound Cox processes and their applications to some problems of financial mathematics. (English. Russian original) Zbl 0984.60061

Theory Probab. Appl. 45, No. 1, 136-147 (2000); translation from Teor. Veroyatn. Primen. 45, No. 1, 182-194 (2000).
MSC:  60G55 60G50
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