Asymptotically correct bounds of geometric convolutions with subexponential components
type: Item
instance of: scholarly article
title: Asymptotically correct bounds of geometric convolutions with subexponential components
zbMATH Open document ID: 0999.60021
DOI: 10.1023/A:1011363725543
published in: Journal of Mathematical Sciences (New York)
publication date: 2002-06-16T00:00:00Z
review text: Let \(F\) be a subexponential distribution in the sense of \textit{Chistyakov} [Teor. Veroyatn. Primen. 9, 640-648 (1964)]. The authors gives sharp bounds for the asymptotics at infinity of the so-called geometric convolution \(T(x)\). Here \(T(x) = q \sum_{k=1}^{\infty} {(1-q)}(1-F_k(x))\), where \(F_k\) is the \(k\)-fold convolution of \(F\).
reviewed by: Thomas Simon
Mathematics Subject Classification ID: 60E99
zbMATH DE Number: 1756324
zbMATH Keywords: subexponential distributions
zbMATH Keywords: geometric convolution
author: Vladimir Kalashnikov
author: G. Sh. Tsitsiashvili
MaRDI profile type: Publication
full work available at URL: a:1011363725543
OpenAlex ID: W93875847
description: scientific article; zbMATH DE number 1756324