Asymptotics for Weighted Random Sums

DOI10.1239/aap/1354716592zbMath1263.60042arXiv1102.0301OpenAlexW2044310819MaRDI QIDQ4906510

Mariana Olvera-Cravioto

Publication date: 28 February 2013

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1102.0301

zbMATH Keywords

regular variationheavy tailrandomly stopped sumrandomly weighted sumBreiman's theoremintermediate regular variation

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Sums of independent random variables; random walks (60G50) Large deviations (60F10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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