Asymptotics of randomly stopped sums in the presence of heavy tails

DOI10.3150/10-BEJ251zbMath1208.60041arXiv0808.3697MaRDI QIDQ627282

Denis Denisov, Sergeĭ Georgievich Foss, Dmitrii Korshunov

Publication date: 28 February 2011

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0808.3697

zbMATH Keywords

upper boundheavy-tailed distributionsubexponential distributionconvolution equivalencerandom sums of random variables

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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