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Teoriya Veroyatnostei i ee Primeneniya, 2007, Volume 52, Issue 4, Pages 794–802
DOI: https://doi.org/10.4213/tvp1648 (Mi tvp1648) 		 
This article is cited in 10 scientific papers (total in 10 papers)

Short Communications

Lower Limits for Distribution Tails of Randomly Stopped Sums

D. É. Denisova, D. A. Korshunovb, S. G. Fossa

a Heriot Watt University
b Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences
Full-text PDF (980 kB) Citations (10)
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DOI: https://doi.org/10.4213/tvp1648
Abstract: We study lower limits for the ratio $\overline{F^{*\tau}}(x)/\,\overline F(x)$ of tail distributions, where $F^{*\tau}$ is a distribution of a sum of a random size $\tau$ of independent identically distributed random variables having a common distribution $F$, and a random variable $\tau$ does not depend on the summands.
Keywords: convolution tail, random sums of random variables, lower limit, heavy-tailed and light-tailed distributions.
Received: 13.06.2007
English version:
Theory of Probability and its Applications, 2008, Volume 52, Issue 4, Pages 690–699
DOI: https://doi.org/10.1137/S0040585X97983328
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: D. É. Denisov, D. A. Korshunov, S. G. Foss, “Lower Limits for Distribution Tails of Randomly Stopped Sums”, Teor. Veroyatnost. i Primenen., 52:4 (2007), 794–802; Theory Probab. Appl., 52:4 (2008), 690–699
Citation in format AMSBIB
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  • https://www.mathnet.ru/eng/tvp/v52/i4/p794
    • This publication is cited in the following 10 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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