Article contents
On the ordered partial sums of real random variables
Published online by Cambridge University Press: 14 July 2016
Abstract
In 1952 Pollaczek discovered a remarkable formula for the Laplace-Stieltjes transforms of the distributions of the ordered partial sums for a sequence of independent and identically distributed real random variables. In this paper Pollaczek's result is proved in a simple way and is extended for a semi-Markov sequence of real random variables.
- Type
- Research Papers
- Information
- Copyright
- Copyright © Applied Probability Trust 1977
References
- 2
- Cited by