Asymptotically correct bounds of geometric convolutions with subexponential components (Q1600638): Difference between revisions
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Latest revision as of 11:01, 30 July 2024
scientific article
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English | Asymptotically correct bounds of geometric convolutions with subexponential components |
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Asymptotically correct bounds of geometric convolutions with subexponential components (English)
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16 June 2002
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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 \(F\).
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subexponential distributions
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geometric convolution
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