Short Communications

Limit theorems for a stopping time in a disorder problem

A. F. Ronžin, B. I. Selivanov

Moscow

Abstract: We consider a sequence of independent random variables such that their distribution changes at a random moment of time. Some limit theorems for the distributions of random variables connected with repetitions in such sequences are proved.

Received: 26.05.1980

 English version: Theory of Probability and its Applications, 1983, 27:3, 615–619

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