Regular variation of the tail of a subordinated probability distribution

DOI10.2307/1426038MaRDI QIDQ5680827zbMATH OpenOpenAlexFDO

Authors A. J. Stam

Publication date 1973

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1426038

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Continuity and singularity of induced measures (60G30)

Cited in

(29)

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• Asymptotics for tail probability of random sums with a heavy-tailed number and dependent increments
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• Tails of subordinated laws: The regularly varying case
• Modeling teletraffic arrivals by a Poisson cluster process
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• Limiting tail behaviour of some discrete compound distributions
• On convolution tails
• The tail behaviour of a random sum of subexponential random variables and vectors
• Refined tail asymptotic properties for the M^X/G/1 retrial queue
• Harmonic renewal measures
• Approximation and estimation of some compound distributions
• Subexponentiality and infinite divisibility
• Random sums of random variables and vectors: including infinite means and unequal length sums
• A strong renewal theorem for generalized renewal functions in the infinite mean case
• Modelling of extremal events in insurance and finance
• The Gerber-Shiu expected discounted penalty function for Lévy insurance risk processes
• Tail probabilities for infinite series of regularly varying random vectors
• Some Blackwell-Type Renewal Theorems for Weighted Renewal Functions
• Asymptotics of randomly stopped sums in the presence of heavy tails
• Tail probability of a random sum with a heavy-tailed random number and dependent summands
• Second order tail behaviour of a subordinated probability distribution
• Second order behaviour of the tail of a subordinated probability distribution
• On the busy period in queuing systems with vacations
• On subordinated distributions and random record processes
• Regularity of a randomly stopped sum determines regularity of the stopping moment
• Asymptotics for tail probability of total claim amount with negatively dependent claim sizes and its applications

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