Second order tail behaviour of a subordinated probability distribution (Q1190174)
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scientific article; zbMATH DE number 56971
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| English | Second order tail behaviour of a subordinated probability distribution |
scientific article; zbMATH DE number 56971 |
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Second order tail behaviour of a subordinated probability distribution (English)
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27 September 1992
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Suppose \(Y\) is the sum of a random number of independent and identically distributed random variables \(\{X_ i\}\). The author derives necessary and sufficient conditions for two particular asymptotic relationships between the tails of the distributions of \(Y\) and the \(X\)'s.
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asymptotic relationships between the tails
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0.99680424
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0.9018383
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0.90174294
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0.89792836
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0.8899913
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0.87828153
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