Second order tail behaviour of a subordinated probability distribution
type: Item
instance of: scholarly article
title: Second order tail behaviour of a subordinated probability distribution
zbMATH Open document ID: 0758.60012
DOI: 10.1016/0304-4149(92)90017-K
author: J. L. Geluk
published in: Stochastic Processes and their Applications
publication date: 1992-09-27T00:00:00Z
review text: Suppose \(Y\) is the sum of a random number of independent and identically distributed random variables \(\{X_ i\}\). The author derives necessary and sufficient conditions for two particular asymptotic relationships between the tails of the distributions of \(Y\) and the \(X\)'s.
reviewed by: E.McKenzie
Mathematics Subject Classification ID: 60E05
zbMATH DE Number: 56971
zbMATH Keywords: asymptotic relationships between the tails
MaRDI profile type: Publication
cites work: Q4726487
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cites work: On Interchanging Limits and Integrals
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cites work: On the Asymptotic Behavior of a Class of Infinitely Divisible Laws
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description: scientific article; zbMATH DE number 56971