Second-order subexponential behavior of subordinated sequences

DOI10.1023/B:LIMA.0000009683.82124.88MaRDI QIDQ1881763zbMATH OpenFDO

Authors Yanyan Li

Publication date 15 October 2004

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

\(k\)-fold convolutionsubordinated sequencesum of independent identically distributed random variables

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Queueing theory (aspects of probability theory) (60K25) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Limit theorems in probability theory (60F99) Renewal theory (60K05)

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Cited in

(6)

• On subordinated distributions and generalized renewal measures
• Second order asymptotic behaviour of subordinated sequences with longtailed subordinator
• Theory prob. appl.
• Lower tail probability estimates for subordinators and nondecreasing random walks
• Second order behaviour of the tail of a subordinated probability distribution
• Second-order subexponential sequences and the asymptotic behavior of their De Pril transform

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