Denisov, Denis, Foss, S. and Korshunov, D. 2008. On lower limits and equivalences for distribution tails of randomly stopped sums. Bernoulli -London- 14 (2) , pp. 391-404. 10.3150/07-BEJ111 |
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Official URL: http://projecteuclid.org/euclid.bj/1208872110
Abstract
For a distribution F*τ of a random sum Sτ=ξ1+⋯+ξτ of i.i.d. random variables with a common distribution F on the half-line [0, ∞), we study the limits of the ratios of tails as x→∞ (here, τ is a counting random variable which does not depend on {ξn}n≥1). We also consider applications of the results obtained to random walks, compound Poisson distributions, infinitely divisible laws, and subcritical branching processes.
Item Type: | Article |
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Date Type: | Publication |
Status: | Published |
Schools: | Mathematics |
Subjects: | Q Science > QA Mathematics |
Uncontrolled Keywords: | convolution tail; convolution equivalence; lower limit; randomly stopped sums; subexponential distribution |
Additional Information: | Pdf uploaded in accordance with publisher's policy at http://www.sherpa.ac.uk/romeo/issn/1350-7265/ (accessed 25/02/2014) |
Publisher: | Bernoulli Society for Mathematical Statistics and Probability |
ISSN: | 1350-7265 |
Date of First Compliant Deposit: | 30 March 2016 |
Last Modified: | 04 May 2023 19:21 |
URI: | https://orca.cardiff.ac.uk/id/eprint/13512 |
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