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Second-order subexponential behavior of subordinated sequences
ArticleAbstract: Suppose that {a(n), n ε N 0 }, {b(n), n ε N 0 }, and {p(n), n ε N 0 } are three discrete probabilityPalabras claves:Random walk, Subexponential sequences, Subordinate sequencesAutores:Baltrūnas A., Edward A.M. OmeyFuentes:scopusSecond-order subexponential sequences and the asymptotic behavior of their de pril transform
ArticleAbstract: Suppose that {f(w), n ∈ N0} is a sequence of positive real numbers and suppose that the sequence (a(Palabras claves:De Pril transform, Harmonic renewal sequence, O-regular variation, Random walk, Subexponential sequencesAutores:Baltrūnas A., Edward A.M. OmeyFuentes: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:scopusThe rate of convergence for subexponential distributions and densities
ArticleAbstract: A distribution function F on the nonnegative real line is called subexponential if limx→∞(1-F*n(x))/Palabras claves:Convolutions, O-regular variantion, Subexponential densities, Subexponential distributions, Tail behavior, The rate of convergenceAutores:Baltrūnas A., Edward A.M. OmeyFuentes:scopus