Random convolution of inhomogeneous distributions with $\mathcal{O}$-exponential tail

Svetlana Danilenko, Simona Paškauskaitė, Jonas Šiaulys

Let $\{{\xi }_1,{\xi }_2,\dots \}$ be a sequence of independent random variables (not necessarily identically distributed), and $\eta$ be a counting random variable independent of this sequence…