On the difference between the distribution function of the sum and the maximum of real random variables

DOI10.2298/PIM0271063OzbMath1029.60012MaRDI QIDQ4435070

E. A. M. Omey

Publication date: 26 November 2003

Published in: Publications de l'Institut Mathematique (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/123183

zbMATH Keywords

regular variationsubexponential distributionsO-regular variation

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Rate of growth of functions, orders of infinity, slowly varying functions (26A12) Distribution theory (60E99)

Related Items (5)

Subexponential distribution functions in \(R^{d}\) ⋮ Estimating tail probabilities of heavy tailed distributions with asymptotically zero relative error ⋮ Tail behavior of sums and maxima of sums of dependent subexponential random variables ⋮ Asymptotics in the symmetrization inequality ⋮ Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities

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