A note on randomly stopped sums with zero mean increments
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Publication:6494476
DOI10.15559/23-VMSTA236MaRDI QIDQ6494476FDOQ6494476
Authors: Remigijus Leipus, Jonas Šiaulys 
Publication date: 30 April 2024
Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)
Probability distributions: general theory (60E05) Large deviations (60F10) Stopping times; optimal stopping problems; gambling theory (60G40)
Cites Work
- A sharp inequality for the tail probabilities of sums of i.i.d. r.v.'s with dominatedly varying tails
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- Insensitivity to negative dependence of the asymptotic behavior of precise large deviations
- Closure of some heavy-tailed distribution classes under random convolution
- Randomly stopped sums of not identically distributed heavy tailed random variables
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- The tail behaviour of a random sum of subexponential random variables and vectors
- Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
- Asymptotic Analysis of Random Walks
- Asymptotics of randomly stopped sums in the presence of heavy tails
- Maxima of Sums of Heavy-Tailed Random Variables
- Modeling teletraffic arrivals by a Poisson cluster process
- Asymptotics for Weighted Random Sums
- On the Asymptotic Behavior of One-Sided Large Deviation Probabilities
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