On lower limits and equivalences for distribution tails of randomly stopped sums
Probability
2017-11-29 v3
Abstract
For a distribution of a random sum of i.i.d. random variables with a common distribution on the half-line , we study the limits of the ratios of tails as (here, is a counting random variable which does not depend on ). We also consider applications of the results obtained to random walks, compound Poisson distributions, infinitely divisible laws, and subcritical branching processes.
Keywords
Cite
@article{arxiv.math/0701920,
title = {On lower limits and equivalences for distribution tails of randomly stopped sums},
author = {Denis Denisov and Sergey Foss and Dmitry Korshunov},
journal= {arXiv preprint arXiv:math/0701920},
year = {2017}
}
Comments
Published in at http://dx.doi.org/10.3150/07-BEJ111 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)