Showing 1 - 10 of 122
Suppose are independent subexponential random variables with partial sums. We show that if the pairwise sums of the ’s are subexponential, then is subexponential and . The result is applied to give conditions under which as , where are constants such that is a.s. convergent. Asymptotic tail...
Persistent link: https://www.econbiz.de/10011337998
Persistent link: https://www.econbiz.de/10002413793
Persistent link: https://www.econbiz.de/10000976065
Persistent link: https://www.econbiz.de/10000913231
Persistent link: https://www.econbiz.de/10000674946
Persistent link: https://www.econbiz.de/10000959250
Persistent link: https://www.econbiz.de/10003354593
Persistent link: https://www.econbiz.de/10003354596
Persistent link: https://www.econbiz.de/10003422962
Persistent link: https://www.econbiz.de/10003973969