| Title |
Randomly stopped sums with generalized subexponential distribution / |
| Authors |
Karasevičienė, Jūratė ; Šiaulys, Jonas |
| DOI |
10.3390/axioms12070641 |
| Full Text |
|
| Is Part of |
Axioms: Special issue: Mathematical and statistical methods and their applications.. Basel : MDPI. 2023, vol. 12, iss. 7, art. no. 641, p. [1-17].. eISSN 2075-1680 |
| Keywords [eng] |
subexponentiality ; generalized subexponentiality ; heavy tail ; randomly stopped sum |
| Abstract [eng] |
Let {𝜉1,𝜉2,…} be a sequence of independent possibly differently distributed random variables, defined on a probability space (Ω,ℱ,ℙ) with distribution functions {𝐹𝜉1,𝐹𝜉2,…}. Let 𝜂 be a counting random variable independent of sequence {𝜉1,𝜉2,…}. In this paper, we find conditions under which the distribution function of randomly stopped sum 𝑆𝜂=𝜉1+𝜉2+…+𝜉𝜂 belongs to the class of generalized subexponential distributions. |
| Published |
Basel : MDPI |
| Type |
Journal article |
| Language |
English |
| Publication date |
2023 |
| CC license |
|
