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Sibirskii Matematicheskii Zhurnal, 2006, Volume 47, Number 4, Pages 946–955 (Mi smj907)  

This article is cited in 3 scientific papers (total in 3 papers)

Estimates for interval probabilities of the sums of random variables with locally subexponential distributions

V. V. Shneer

Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences
Full-text PDF (237 kB) Citations (3)
References:
Abstract: Let $\{\xi_i\}_{i=1}$ be a sequence of independent identically distributed nonnegative random variables, $S_n=\xi_1+\dots+\xi_n$. Let $\Delta=(0,T]$ and $x+\Delta=(x,x+T]$. We study the ratios of the probabilities $\mathbf{P}(s_n\in x+\Delta)/\mathbf{P}(\xi\in x+\Delta)$ for all $n$ and $x$. The estimates uniform in $x$ for these ratios are known for the so-called $\Delta$-subexponential distributions. Here we improve these estimates for two subclasses of $\Delta$-subexponential distributions; one of them is a generalization of the well-known class $\mathscr{SC}$ to the case of the interval $(0,T]$ with an arbitrary $T\leqslant\infty$. Also, a characterization of the class $\mathscr{SC}$ is given.
Keywords: subexponential distribution, locally subexponential distribution, sums of random variables, estimates for interval probabilities.
Received: 26.05.2005
Revised: 14.04.2006
English version:
Siberian Mathematical Journal, 2006, Volume 47, Issue 4, Pages 779–786
DOI: https://doi.org/10.1007/s11202-006-0088-4
Bibliographic databases:
UDC: 519.21
Language: Russian
Citation: V. V. Shneer, “Estimates for interval probabilities of the sums of random variables with locally subexponential distributions”, Sibirsk. Mat. Zh., 47:4 (2006), 946–955; Siberian Math. J., 47:4 (2006), 779–786
Citation in format AMSBIB
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\paper Estimates for interval probabilities of the sums of random variables with locally subexponential distributions
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\vol 47
\issue 4
\pages 946--955
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\transl
\jour Siberian Math. J.
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\pages 779--786
\crossref{https://doi.org/10.1007/s11202-006-0088-4}
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  • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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