A sharp inequality for the tail probabilities of sums of i.i.d. r.v.'s with dominatedly varying tails

Science in China, Series A: Mathematics, Physics, Astronomy

Volumn 45, Issue 8, 2002, Pages 1006-1011

  Tang, Qihe ^a   Yan, JiA'An ^b  

^a UNIVERSITY OF AMSTERDAM   (Netherlands)

^b CHINESE ACADEMY OF SCIENCES   (China)

Author keywords

Dominatedly varying tails; Subexponential distribution; Tail probabilities

Indexed keywords

EID: 0036697112     PISSN: 10069283     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF02879983     Document Type: Article

References (7)

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