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Approximations in bivariate renewal theory
ArticleAbstract: We construct approximations to the renewal function for a bivariate renewal process. Suppose (X, Y )Palabras claves:Approximation, Asymptotic distribution, Bivariate renewal process, Equilibrium distribution, Regular variation, Renewal functionAutores:Edward A.M. Omey, Mitov K.V., Vesilo R.Fuentes:scopusSemi-Heavy Tails
ArticleAbstract: In this paper, we study properties of functions and sequences with a semi-heavy tail, that is, functPalabras claves:asymptotic behaviour, Convolutions, Regular variation, semi-heavy tail, SubordinationAutores:Edward A.M. Omey, Van Gulck S., Vesilo R.Fuentes:scopusRandom sums of random variables and vectors: Including infinite means and unequal length sums
ArticleAbstract: Let {X, Xi, i = 1, 2, . . . } be independent nonnegative random variables with common distribution fPalabras claves:Dependence, Infinite mean, O-regular variation, Random sum, Regular variation, Subexponential distributionAutores:Edward A.M. Omey, Vesilo R.Fuentes:scopusRevisiting the Product of Random Variables
ArticleAbstract: For a large class of distribution functions we study properties of the product of random variables XPalabras claves:Autores:Edward A.M. Omey, Meitner Cadena, Vesilo R.Fuentes:scopusThe tail behaviour of a random sum of subexponential random variables and vectors
ArticleAbstract: Let {X, Xi,i=1,2,...} denote independent positive random variables having common distribution functiPalabras claves:Bounds, Heavy tails, Monotonicity, O-regularly varying distribution, Regularly varying distribution, Stable distribution, Subexponential distributionAutores:Daley D., Edward A.M. Omey, Vesilo R.Fuentes:scopus