Randomly stopped sums with exponential-type distributions
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Publication:4968167
DOI10.15388/NA.2017.6.5zbMath1420.60054OpenAlexW2794125466MaRDI QIDQ4968167
Jurgita Markeviciute, Svetlana Danilenko, Jonas Šiaulys
Publication date: 12 July 2019
Published in: Nonlinear Analysis: Modelling and Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.15388/na.2017.6.5
Sums of independent random variables; random walks (60G50) Probability distributions: general theory (60E05)
Related Items (6)
Asymptotic risk decomposition for regularly varying distributions with tail dependence ⋮ Exponential bounds for the tail probability of the supremum of an inhomogeneous random walk ⋮ Expectation of the truncated randomly weighted sums with dominatedly varying summands ⋮ Regularly distributed randomly stopped sum, minimum, and maximum ⋮ Tails of higher-order moments with dominatedly varying summands ⋮ Randomly stopped minima and maxima with exponential-type distributions
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