Asymptotics for Weighted Random Sums
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Publication:4906510
DOI10.1239/aap/1354716592zbMath1263.60042arXiv1102.0301MaRDI QIDQ4906510
Publication date: 28 February 2013
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1102.0301
regular variation; heavy tail; randomly stopped sum; randomly weighted sum; Breiman's theorem; intermediate regular variation
60G70: Extreme value theory; extremal stochastic processes
60G50: Sums of independent random variables; random walks
60F10: Large deviations
60J80: Branching processes (Galton-Watson, birth-and-death, etc.)
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