scientific article; zbMATH DE number 3980124

MaRDI QIDQ3744963zbMATH OpenFDO

Authors

Publication date 1987

zbMATH Keywords

asymptotic behavioursubordinated distributionstail behaviour

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Central limit and other weak theorems (60F05)

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(11)

• Second order tail behaviour of a subordinated probability distribution
• Quantifying closeness of distributions of sums and maxima when tails are fat
• Inequalities on the overshoot beyond a boundary for independent summands with differing distributions
• Small deviation probabilities for maximum of partial sums
• Asymptotic results for a non-standard random walk
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• On the monotonicity of tail probabilities

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