Asymptotics for the tail probability of random sums with a heavy-tailed random number and extended negatively dependent summands

DOI10.1007/s11401-013-0815-7zbMath1290.60014OpenAlexW2012372885MaRDI QIDQ2448459

Fengyang Cheng, Na Li

Publication date: 30 April 2014

Published in: Chinese Annals of Mathematics. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11401-013-0815-7

zbMATH Keywords

asymptotic behaviorrandom sumsheavy-tailed distribution

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Probability distributions: general theory (60E05)

Related Items (4)

Precise local large deviations for heavy-tailed random sums with applications to risk models ⋮ Weak and strong laws of large numbers for arrays of rowwise END random variables and their applications ⋮ Tail probability of a random sum with a heavy-tailed random number and dependent summands ⋮ Strong law of large numbers for pair-wise extended lower/upper negatively dependent random variables

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Tail behavior of random sums of negatively associated increments
• Insensitivity to negative dependence of the asymptotic behavior of precise large deviations
• Modeling teletraffic arrivals by a Poisson cluster process
• Tails of random sums of a heavy-tailed number of light-tailed terms
• Convolution equivalence and distributions of random sums
• Tail behaviour of random sums under consistent variation with applications to the compound renewal risk model
• Precise large deviations for dependent random variables with heavy tails
• The closure of the convolution equivalent distribution class under convolution roots with applications to random sums
• The Strong Law of Large Numbers for Extended Negatively Dependent Random Variables
• Convolutions of Long-Tailed and Subexponential Distributions
• Subexponentiality and infinite divisibility
• Convolution equivalence and infinite divisibility

This page was built for publication: Asymptotics for the tail probability of random sums with a heavy-tailed random number and extended negatively dependent summands