A note on randomly stopped sums with zero mean increments

DOI10.15559/23-VMSTA236MaRDI QIDQ6494476

Remigijus Leipus, Jonas Šiaulys

Publication date: 30 April 2024

Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

heavy-tailed distributionrandomly stopped sumconsistently varying distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Stopping times; optimal stopping problems; gambling theory (60G40) Large deviations (60F10)

Cites Work

• Randomly stopped sums of not identically distributed heavy tailed random variables
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• Asymptotic Analysis of Random Walks
• On the Asymptotic Behavior of One-Sided Large Deviation Probabilities
• Maxima of Sums of Heavy-Tailed Random Variables
• Asymptotics for Weighted Random Sums
• An Introduction to Heavy-Tailed and Subexponential Distributions
• Estimates for the distribution of sums and maxima of sums of random variables without the Cramér condition

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