On lower limits and equivalences for distribution tails of randomly stopped sums

Bernoulli

Volumn 14, Issue 2, 2008, Pages 391-404

  Denisov, Denis ^a,b   Foss, Serguei ^b,c   Korshunov, Dmitry ^c,d  

^a EURANDOM   (Netherlands)

^b HERIOT WATT UNIVERSITY   (United Kingdom)

^c SOBOLEV INSTITUTE OF MATHEMATICS   (Russian Federation)

^d NOVOSIBIRSK STATE UNIVERSITY   (Russian Federation)

Author keywords

Convolution equivalence; Convolution tail; Lower limit; Randomly stopped sums; Subexponential distribution

Indexed keywords

EID: 48049103044     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/07-BEJ111     Document Type: Article

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