Estimating tails of independently stopped random walks using concave approximations of hazard functions

DOI10.1017/JPR.2021.9zbMATH Open1477.60071OpenAlexW3200985690WikidataQ114118005 ScholiaQ114118005MaRDI QIDQ5152523

Jaakko Lehtomaa

Publication date: 24 September 2021

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

Full work available at URL: http://hdl.handle.net/10138/338315

zbMATH Keywords

logarithmic asymptoticsStieltjes moment problemheavy-tailedmoment determinacyrandom stopping

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Probability distributions: general theory (60E05) Large deviations (60F10) Moment problems (44A60)

Cites Work

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• On the moment determinacy of the distributions of compound geometric sums
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Related Items (1)

Characterization of tails through hazard rate and convolution closure properties

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