A. Nikitin

collaborators

2 papers

math.PR2022

Limit theorems for discounted convergent perpetuities II

Alexander Iksanov, Alexander Marynych, Anatolii Nikitin

Let $(ξ_{1}, η_{1})$ , $(ξ_{2}, η_{2}), \dots$ be independent identically distributed $R^{2}$ -valued random vectors. Assuming that $ξ_{1}$ has zero mean and finite variance and imposin…

math.PR2021

Limit theorems for discounted convergent perpetuities

Alexander Iksanov, Anatolii Nikitin, Igor Samoilenko

Let $(ξ_{1}, η_{1})$ , $(ξ_{2}, η_{2}), \dots$ be independent identically distributed $R^{2}$ -valued random vectors. We prove a strong law of large numbers, a functional central limi…