Lower Limits for Distribution Tails of Randomly Stopped Sums

DOI10.1137/S0040585X97983328zbMath1166.60026arXiv0711.4491OpenAlexW2060632926MaRDI QIDQ3605054

Denis Denisov, Dmitrii Korshunov, Sergeĭ Georgievich Foss

Publication date: 19 February 2009

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0711.4491

zbMATH Keywords

convolution tailrandom sums of random variableslower limitheavy-tailed and light-tailed distributions

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Related Items (5)

Asymptotic behavior for sums of non-identically distributed random variables ⋮ Asymptotics of randomly stopped sums in the presence of heavy tails ⋮ Estimating tails of independently stopped random walks using concave approximations of hazard functions ⋮ Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables ⋮ On lower limits and equivalences for distribution tails of randomly stopped sums

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