Lower limits for distribution tails of randomly stopped sums

D. E. Denisov, D. A. Korshunov, S. G. Foss

Research output: Contribution to journalArticle

3 Citations (Scopus)

Abstract

We study lower limits for the ratio F*t¯(x)/ F¯(x) of tail distributions, where F*t is a distribution of a sum of a random size t of independent identically distributed random variables having a common distribution F, and a random variable t does not depend on the summands. © 2008 Society for Industrial and Applied Mathematics.

Original languageEnglish
Pages (from-to)690-699
Number of pages10
JournalTheory of Probability and its Applications
Volume52
Issue number4
DOIs
Publication statusPublished - 2008

Keywords

  • Convolution tail
  • Heavy-tailed and light-tailed distributions
  • Lower limit
  • Random sums of random variables

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