Asymptotic behavior for sums of non-identically distributed random variables

DOI10.1007/s11766-019-3440-8zbMath1424.60011OpenAlexW2921708464WikidataQ128218763 ScholiaQ128218763MaRDI QIDQ2422644

Chang Jun Yu, Dong Ya Cheng

Publication date: 20 June 2019

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-019-3440-8

zbMATH Keywords

heavy-tailed distributionsdensitiesupper limitslower limitslocal distributions

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Limit theorems in probability theory (60F99)

Cites Work

• Local subexponentiality and self-decomposability
• Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables
• Lower limits and equivalences for convolution tails
• Lower limits and upper limits for tails of random sums supported on \(\mathbb R\)
• On lower limits and equivalences for distribution tails of randomly stopped sums
• On domination problem of non-negative distributions
• Limits of ratios of tails of measures
• Lower Limits for Distribution Tails of Randomly Stopped Sums
• An Introduction to Heavy-Tailed and Subexponential Distributions
• Heavy-Tail Phenomena

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