A note on randomly stopped sums with zero mean increments
In this paper, the asmptotics is considered for the distribution tail of a randomly stopped sum ${S_{\nu }}={X_{1}}+\cdots +{X_{\nu }}$ of independent identically distributed consistently varying random variables with zero mean, where ν is a counting random variable independent of $\{{X_{1}},{X_{2}}...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
VTeX
2023-12-01
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Series: | Modern Stochastics: Theory and Applications |
Subjects: | |
Online Access: | https://www.vmsta.org/doi/10.15559/23-VMSTA236 |