The tail behaviour of a random sum of subexponential random variables and vectors

Article

Abstract: Let {X, Xi,i=1,2,...} denote independent positive random variables having common distribution functi

Palabras claves:

Bounds, Heavy tails, Monotonicity, O-regularly varying distribution, Regularly varying distribution, Stable distribution, Subexponential distribution

Autores:

Daley D., Edward A.M. Omey, Vesilo R.

Fuentes:

scopus