Local asymptotics for random sums with different distributed increments

MaRDI QIDQ3538778zbMATH OpenFDO

Authors Kaiyong Wang, Yuebao Wang, Qi'an Chen

Publication date 24 November 2008

zbMATH Keywords

closure of convolutionsextensively local subexponential distributionslocal asymptotics

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Extreme value theory; extremal stochastic processes (60G70)

Recommendations

• On closure properties of heavy-tailed distributions for random sums
• Closure of some heavy-tailed distribution classes under random convolution
• Asymptotics for sums of random variables with local subexponential behaviour
• The closure of the convolution equivalent distribution class under convolution roots with applications to random sums
• Sufficient conditions and necessary conditions for local closedness and local asymptotics for the convolutions of non-identical distributions

Cited in

(3)

• Asymptotics for sums of random variables with local subexponential behaviour
• Sufficient conditions and necessary conditions for local closedness and local asymptotics for the convolutions of non-identical distributions
• On closure properties of heavy-tailed distributions for random sums

This page was built for publication: Local asymptotics for random sums with different distributed increments

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3538778)