Second order behaviour of the tail of a subordinated probability distribution (Q1074211): Difference between revisions

Let \(Y=\sum^{N}_{1}X_ i\) be the random sum of an i.i.d. sequence of positive random variables where N is independent of the summands and \(P(N=n)\) decreases exponentially. The authors investigate the asymptotic behaviour of \(P(Y>x)-EN\quad P(X_ 1>x)\) as \(x\to \infty\) under the condition that \(P(X_ 1>x)\) varies regularly with index in [-1,0].