Asymptotic formulas for the left truncated moments of sums with consistently varying distributed increments
DOI10.15388/NAMC.2021.26.24608zbMATH Open1496.60043OpenAlexW3209000458WikidataQ113740502 ScholiaQ113740502MaRDI QIDQ5029958FDOQ5029958
Authors: Jonas Sprindys, Jonas Šiaulys 
Publication date: 15 February 2022
Published in: Nonlinear Analysis: Modelling and Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.15388/namc.2021.26.24608
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asymptotic independenceheavy tailsum of random variablestruncated momenttail momentconsistently varying distribution
Convergence of probability measures (60B10) Probability distributions: general theory (60E05) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)
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- Sum of arbitrarily dependent random variables
- Limit theorems for sums of random variables with mixture distribution
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