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Multivariate subexponential distributions and random sums of random vectors
ArticleAbstract: Let F(x) denote a distribution function in ℝd and let F*n(x) denote the nth convolution power of F(xPalabras claves:Random sum, Regular variation, Subexponential distributionAutores:Edward A.M. Omey, Mallor F., Santos J.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:scopusThe difference between the product and the convolution product of distribution functions in R <inf>n</inf>
ArticleAbstract: Assume that X and Y are independent, nonnegative d-dimensional random vectors with distribution funcPalabras claves:O-regularly varying functions, Regular variation, Subexponential distribution, Sums of random vectorsAutores:Edward A.M. Omey, 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