Second order tail behaviour of a subordinated probability distribution
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.
asymptotic relationships between the tails
scientific article; zbMATH DE number 56971
scientific article