Second order tail behaviour of a subordinated probability distribution
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Suppose \(Y\) is the sum of a random number of independent and identically distributed random variables \(\{X_ i\}\). The author derives necessary and sufficient conditions for two particular asymptotic relationships between the tails of the distributions of \(Y\) and the \(X\)'s.
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Cites work
- scientific article; zbMATH DE number 3980124 (Why is no real title available?)
- scientific article; zbMATH DE number 4012931 (Why is no real title available?)
- scientific article; zbMATH DE number 29935 (Why is no real title available?)
- scientific article; zbMATH DE number 4000257 (Why is no real title available?)
- scientific article; zbMATH DE number 3349081 (Why is no real title available?)
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- Subexponentiality and infinite divisibility
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(16)- Second order behaviour of the tail of a subordinated probability distribution
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