Asymptotics of randomly stopped sums in the presence of heavy tails
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Publication:627282
DOI10.3150/10-BEJ251zbMath1208.60041arXiv0808.3697MaRDI QIDQ627282
Denis Denisov, Sergeĭ Georgievich Foss, Dmitrii Korshunov
Publication date: 28 February 2011
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0808.3697
upper boundheavy-tailed distributionsubexponential distributionconvolution equivalencerandom sums of random variables
Sums of independent random variables; random walks (60G50) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)
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