Sums of a Random Number of Random Variables and their Approximations with ν- Accompanying Infinitely Divisible Laws

Abstract

In this paper a general theory of a random number of random variables is constructed. A description of all random variables ν admitting an analog of the Gaussian distribution under ν-summation, that is, the summation of a random number ν of random terms, is given. The v-infinitely divisible distributions are described for these ν-summations and finite estimates of the approximation of ν-sum distributions with the help of v-accompanying infinitely divisible distributions are given. The results include, in particular, the description of geometrically infinitely divisible and geometrically stable distributions as well as their domains of attraction.