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arXiv · 0711.4491

Lower limits for distributions of randomly stopped sums

Denis Denisov·Sergey Foss·Dmitry Korshunov
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Abstract

We study lower limits for the ratio $\frac{\bar{F^{*\tau}}(x)}{\bar F(x)}$ of tail distributions where $ F^{*\tau}$ is a distribution of a sum of a random size $\tau$ of i.i.d. random variables having a common distribution $F$, and a random variable $\tau$ does not depend on summands.

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Denis Denisov, Sergey Foss, Dmitry Korshunov. 2007-11-28. Lower limits for distributions of randomly stopped sums. https://arxiv.org/abs/0711.4491

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