Asymptotic expansions for infinite weighted convolutions of rapidly varying subexponential distributions

Probability Theory and Related Fields

Volumn 141, Issue 1-2, 2008, Pages 155-180

  Barbe, Ph ^a   McCormick, W P ^b  

^a CNRS   (France)

^b UNIVERSITY OF GEORGIA   (United States)

Author keywords

Asymptotic expansion; Convolution; Infinite order moving average; Regular variation; Subexponential distributions; Tail area approximation; Weighted sum of random variables

Indexed keywords

EID: 38849104994     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00440-007-0082-1     Document Type: Article

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