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Acta Mathematica Vietnamica

ON THE STABILITY OF THE CHARACTERIZATION OF DOUBLE-COMPOSED RANDOM VARIABLES

icon-email NGUYEN HUU BAO

Abstract

The random variable ς is called a composed random variable of two random variables ξ and η if its characteristic function has the form ψ(t)=a[ϕ(t)] where a[z] is the generating function of η and ϕ(t) is the characteristic function of ξ. In our previous papers, we have considered a stability condition for characteristic functions of a class of composed random variables. In this paper, we consider another condition for the characteristic function of the composed random variable of ξ and η, if η is also a composed random variable.