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On the ordered partial sums of real random variables

Published online by Cambridge University Press:  14 July 2016

Lajos Takács
Lajos Takács*
Affiliation:
Case Western Reserve University, Cleveland, Ohio
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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.

Keywords

INDEPENDENT RANDOM VARIABLESSEMI-MARKOV SEQUENCESORDERED PARTIAL SUMSLAPLACE TRANSFORMS
Type
Research Papers
Information
Journal of Applied Probability , Volume 14 , Issue 1 , March 1977 , pp. 75 - 88
Copyright
Copyright © Applied Probability Trust 1977 

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References

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