Multivariate subexponential distributions and random sums of random vectors

Article

Abstract: Let F(x) denote a distribution function in ℝd and let F*n(x) denote the nth convolution power of F(x

Palabras claves:

Random sum, Regular variation, Subexponential distribution

Autores:

Edward A.M. Omey, Mallor F., Santos J.

Fuentes:

scopus