On closure properties of heavy-tailed distributions for random sums
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Publication:406627
DOI10.1007/S10986-014-9249-5zbMath1296.60034OpenAlexW2063035094MaRDI QIDQ406627
Publication date: 8 September 2014
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10986-014-9249-5
closuredependencerandom sumclass of dominated varying-tailed distributionsclass of long-tailed distributions
Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)
Related Items (2)
Randomly stopped sums of not identically distributed heavy tailed random variables ⋮ A note on randomly stopped sums with zero mean increments
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