Randomly stopped minima and maxima with exponential-type distributions

DOI10.15388/NA.2019.2.9zbMATH Open1466.60091WikidataQ115513959 ScholiaQ115513959MaRDI QIDQ5225892FDOQ5225892

Authors: O. Yu. Ragulina, Jonas Šiaulys 

Publication date: 29 July 2019

Published in: Nonlinear Analysis: Modelling and Control (Search for Journal in Brave)

Recommendations

• Regularly distributed randomly stopped sum, minimum, and maximum
• Randomly stopped sums with exponential-type distributions
• On the expectation of the maximum for sums of independent random variables
• Randomly stopped maximum and maximum of sums with consistently varying distributions
• Closure properties of \(O\)-exponential distributions

zbMATH Keywords

closure propertymaximum of sumscounting random variableclass of exponential distributionsminimum of sumsrandomly stopped maximarandomly stopped minima

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Sums of independent random variables; random walks (60G50)

Cites Work

• Ratio of the tail of an infinitely divisible distribution on the line to that of its Lévy measure
• Title not available (Why is that?)
• On the asymptotic behaviour of Lévy processes. I: Subexponential and exponential processes
• Convolution equivalence and infinite divisibility
• An introduction to heavy-tailed and subexponential distributions
• Convolution Equivalence and Infinite Divisibility: Corrections and Corollaries
• Convolution equivalence and distributions of random sums
• Closure of some heavy-tailed distribution classes under random convolution
• Randomly stopped sums of not identically distributed heavy tailed random variables
• A NOTE ON THE CLOSURE OF CONVOLUTION POWER MIXTURES (RANDOM SUMS) OF EXPONENTIAL DISTRIBUTIONS
• Title not available (Why is that?)
• Title not available (Why is that?)
• Convolution and convolution-root properties of long-tailed distributions
• Infinite divisibility and generalized subexponentiality
• Random convolution of inhomogeneous distributions with \(\mathcal {O} \)-exponential tail
• Randomly stopped sums with consistently varying distributions
• Random convolution of O-exponential distributions
• Degeneracy properties of subcritical branching processes
• Functions of probability measures
• Asymptotic ordering of distribution functions and convolution semigroups
• The overshoot of a random walk with negative drift
• Some properties of the exponential distribution class with applications to risk theory
• Randomly stopped sums with exponential-type distributions
• Randomly stopped maximum and maximum of sums with consistently varying distributions
• A note on the asymptotics for the randomly stopped weighted sums
• Asymptotics of convolution with the semi-regular-variation tail and its application to risk
• On a transformation between distributions obeying the principle of a single big jump
• On the structure of a class of distributions obeying the principle of a single big jump
• A new class of large claim size distributions: definition, properties, and ruin theory
• Semi-heavy tails
• Closure properties of \(O\)-exponential distributions
• On the random max-closure for heavy-tailed random variables

Cited In (3)

• Regularly distributed randomly stopped sum, minimum, and maximum
• On a closure property of convolution equivalent class of distributions
• Randomly stopped maximum and maximum of sums with consistently varying distributions

This page was built for publication: Randomly stopped minima and maxima with exponential-type distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5225892)