Randomly stopped sums with exponential-type distributions
From MaRDI portal
Recommendations
- Randomly stopped minima and maxima with exponential-type distributions
- Randomly stopped sums with consistently varying distributions
- Random convolution of \(\mathcal{O}\)-exponential distributions
- Closure properties of \(O\)-exponential distributions
- Random convolution of inhomogeneous distributions with \(\mathcal {O} \)-exponential tail
Cites work
- A NOTE ON THE CLOSURE OF CONVOLUTION POWER MIXTURES (RANDOM SUMS) OF EXPONENTIAL DISTRIBUTIONS
- Closure of some heavy-tailed distribution classes under random convolution
- Convolution and convolution-root properties of long-tailed distributions
- scientific article; zbMATH DE number 4030594 (Why is no real title available?)
- scientific article; zbMATH DE number 3662269 (Why is no real title available?)
- scientific article; zbMATH DE number 4122944 (Why is no real title available?)
- On a class of Lévy processes
- On the asymptotic behaviour of Lévy processes. I: Subexponential and exponential processes
- On the random max-closure for heavy-tailed random variables
- Random convolution of \(\mathcal{O}\)-exponential distributions
- Random convolution of inhomogeneous distributions with \(\mathcal {O} \)-exponential tail
- Randomly stopped sums of not identically distributed heavy tailed random variables
- Randomly stopped sums with consistently varying distributions
Cited in
(14)- Closure properties of \(O\)-exponential distributions
- Exponential bounds for the tail probability of the supremum of an inhomogeneous random walk
- Expectation of the truncated randomly weighted sums with dominatedly varying summands
- Tails of higher-order moments with dominatedly varying summands
- Asymptotic risk decomposition for regularly varying distributions with tail dependence
- scientific article; zbMATH DE number 4133206 (Why is no real title available?)
- Regularly distributed randomly stopped sum, minimum, and maximum
- Random convolution of inhomogeneous distributions with \(\mathcal {O} \)-exponential tail
- Randomly stopped sums with consistently varying distributions
- Random convolution of \(\mathcal{O}\)-exponential distributions
- Randomly stopped maximum and maximum of sums with consistently varying distributions
- Randomly stopped minima and maxima with exponential-type distributions
- The distribution of a random sum of exponentials with an application to a traffic problem
- Higher Moments of Randomly Stopped Sums
This page was built for publication: Randomly stopped sums with exponential-type distributions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4968167)
