Second order tail behaviour of a subordinated probability distribution (Q1190174)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Second order tail behaviour of a subordinated probability distribution |
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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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