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

DOI10.1016/J.SPL.2010.03.005MaRDI QIDQ979201zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

densityrandom sumsupper limitslocal distributionlower limits

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 4000257 (Why is no real title available?)
• Asymptotics for sums of random variables with local subexponential behaviour
• Convolution equivalence and distributions of random sums
• Convolution equivalence and infinite divisibility
• Limits of ratios of tails of measures
• Lower limits and equivalences for convolution tails
• Modeling teletraffic arrivals by a Poisson cluster process
• On convolution tails
• On lower limits and equivalences for distribution tails of randomly stopped sums
• Some new equivalent conditions on asymptotics and local asymptotics for random sums and their applications
• The closure of the convolution equivalent distribution class under convolution roots with applications to random sums

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

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