Asymptotics for the tail probability of random sums with a heavy-tailed random number and extended negatively dependent summands
From MaRDI portal
Publication:2448459
DOI10.1007/s11401-013-0815-7zbMath1290.60014OpenAlexW2012372885MaRDI QIDQ2448459
Publication date: 30 April 2014
Published in: Chinese Annals of Mathematics. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11401-013-0815-7
Asymptotic distribution theory in statistics (62E20) Probability distributions: general theory (60E05)
Related Items (4)
Precise local large deviations for heavy-tailed random sums with applications to risk models ⋮ Weak and strong laws of large numbers for arrays of rowwise END random variables and their applications ⋮ Tail probability of a random sum with a heavy-tailed random number and dependent summands ⋮ Strong law of large numbers for pair-wise extended lower/upper negatively dependent random variables
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Tail behavior of random sums of negatively associated increments
- Insensitivity to negative dependence of the asymptotic behavior of precise large deviations
- Modeling teletraffic arrivals by a Poisson cluster process
- Tails of random sums of a heavy-tailed number of light-tailed terms
- Convolution equivalence and distributions of random sums
- Tail behaviour of random sums under consistent variation with applications to the compound renewal risk model
- Precise large deviations for dependent random variables with heavy tails
- The closure of the convolution equivalent distribution class under convolution roots with applications to random sums
- The Strong Law of Large Numbers for Extended Negatively Dependent Random Variables
- Convolutions of Long-Tailed and Subexponential Distributions
- Subexponentiality and infinite divisibility
- Convolution equivalence and infinite divisibility
This page was built for publication: Asymptotics for the tail probability of random sums with a heavy-tailed random number and extended negatively dependent summands