Lower limits and upper limits for tails of random sums supported on R

DOI10.1016/J.SPL.2010.03.005zbMATH Open1196.60027OpenAlexW2034312791MaRDI QIDQ979201FDOQ979201

Authors: Zhaolei Cui, Changjun Yu, Yuebao Wang 

Publication date: 25 June 2010

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.03.005

Recommendations

• Lower Limits for Distribution Tails of Randomly Stopped Sums
• On lower limits and equivalences for distribution tails of randomly stopped sums
• A ratio limit theorem for the tails of weighted sums
• On lower tail probabilities of positive random sums
• Estimates for distributions of sums of random variables with subexponential distributions.

zbMATH Keywords

densityrandom sumsupper limitslocal distributionlower limits

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Limit theorems in probability theory (60F99)

Cites Work

• Title not available (Why is that?)
• On convolution tails
• Convolution equivalence and infinite divisibility
• Lower limits and equivalences for convolution tails
• Convolution equivalence and distributions of random sums
• On lower limits and equivalences for distribution tails of randomly stopped sums
• Asymptotics for sums of random variables with local subexponential behaviour
• The closure of the convolution equivalent distribution class under convolution roots with applications to random sums
• Some new equivalent conditions on asymptotics and local asymptotics for random sums and their applications
• Modeling teletraffic arrivals by a Poisson cluster process
• Limits of ratios of tails of measures

Cited In (15)

• Random walks with non-convolution equivalent increments and their applications
• Asymptotic behavior of the ratio of tail probabilities of sum and maximum of independent random variables
• Embrechts-Goldie's problem on the class of lattice convolution equivalent distributions
• On lower limits and equivalences for distribution tails of randomly stopped sums
• Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables
• Lower Limits for Distribution Tails of Randomly Stopped Sums
• Asymptotic behavior for sums of non-identically distributed random variables
• Convolution and convolution-root properties of long-tailed distributions
• Tail behavior of supremum of a random walk when Cramér's condition fails
• The local asymptotic estimation for the supremum of a random walk with generalized strong subexponential summands
• Asymptotics for the solutions to defective renewal equations
• The uniform local asymptotics for a Lévy process and its overshoot and undershoot
• Some discussions on the local distribution classes
• Estimates for the overshoot of a random walk with negative drift and non-convolution equivalent increments
• New examples of heavy-tailed O-subexponential distributions and related closure properties

This page was built for publication: Lower limits and upper limits for tails of random sums supported on \(\mathbb R\)

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q979201)