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.
|Number of pages||10|
|Journal||Theory of Probability and its Applications|
|Publication status||Published - 2008|
- Convolution tail
- Heavy-tailed and light-tailed distributions
- Lower limit
- Random sums of random variables