Asymptotics of randomly stopped sums in the presence of heavy tails (Q627282): Difference between revisions

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Property / author: Sergeĭ Georgievich Foss / rank
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Property / author
 
Property / author: Dmitrii Korshunov / rank
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Property / author
 
Property / author: Sergeĭ Georgievich Foss / rank
 
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Property / author: Dmitrii Korshunov / rank
 
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Latest revision as of 20:13, 3 July 2024

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Asymptotics of randomly stopped sums in the presence of heavy tails
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    Asymptotics of randomly stopped sums in the presence of heavy tails (English)
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    28 February 2011
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    convolution equivalence
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    heavy-tailed distribution
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    random sums of random variables
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    subexponential distribution
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    upper bound
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