Asymptotic behavior of tail and local probabilities for sums of subexponential random variables
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Publication:4819439
DOI10.1239/jap/1077134671zbMath1057.60049OpenAlexW2100419804MaRDI QIDQ4819439
Publication date: 24 September 2004
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/f875f6e2987af07dabb9821e6cbbe339b83fa7bc
Asymptotic distribution theory in statistics (62E20) Sums of independent random variables; random walks (60G50)
Related Items (13)
Random walks with non-convolution equivalent increments and their applications ⋮ Some discussions on the local distribution classes ⋮ Approximation of the tail probability of dependent random sums under consistent variation and applications ⋮ The finite-time ruin probability for ND claims with constant interest force ⋮ Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables ⋮ Maxima of sums and random sums for negatively associated random variables with heavy tails ⋮ Some new equivalent conditions on asymptotics and local asymptotics for random sums and their applications ⋮ The uniform local asymptotics for a Lévy process and its overshoot and undershoot ⋮ Local probabilities of randomly stopped sums of power-law lattice random variables ⋮ The Uniform Local Asymptotics of the Overshoot of a Random Walk with Heavy-Tailed Increments ⋮ Heavy tails of a Lévy process and its maximum over a random time interval ⋮ On the almost decrease of a subexponential density ⋮ Tail behavior of negatively associated heavy-tailed sums
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