Asymptotics for Sums of Random Variables with Local Subexponential Behaviour

Journal of Theoretical Probability

Volumn 16, Issue 2, 2003, Pages 489-518

  Asmussen, Søren ^a   Foss, Serguei ^b   Korshunov, Dmitry ^c  

^a LUND UNIVERSITY   (Sweden)

^b SOBOLEV INSTITUTE OF MATHEMATICS   (Russian Federation)

^c HERIOT WATT UNIVERSITY   (United Kingdom)

Author keywords

Distribution tails; Local probabilities; Subexponential distributions; Sums of independent random variables

Indexed keywords

EID: 0037689168     PISSN: 08949840     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1023535030388     Document Type: Article

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