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A note on randomly stopped sums with zero mean increments.
- Source :
- Modern Stochastics: Theory & Applications; Jan2024, Vol. 11 Issue 1, p31-42, 12p
- Publication Year :
- 2024
-
Abstract
- In this paper, the asmptotics is considered for the distribution tail of a randomly stopped sum S<subscript>ν</subscript> = X<subscript>1</subscript> + ··· + X<subscript>ν</subscript> of independent identically distributed consistently varying random variables with zero mean, where ν is a counting random variable independent of {X<subscript>1</subscript>,X<subscript>2</subscript>, . . .}. The conditions are provided for the relation P(S<subscript>ν</subscript> > x) ∼ Eν P(X<subscript>1</subscript> > x) to hold, as x →∞, involving the finiteness of E|X<subscript>1</subscript>|. The result improves that of Olvera-Cravioto [14], where the finiteness of a moment E|X<subscript>1</subscript>|<superscript>r</superscript> for some r > 1 was assumed. [ABSTRACT FROM AUTHOR]
- Subjects :
- RANDOM variables
INDEPENDENT variables
COUNTING
Subjects
Details
- Language :
- English
- ISSN :
- 23516046
- Volume :
- 11
- Issue :
- 1
- Database :
- Complementary Index
- Journal :
- Modern Stochastics: Theory & Applications
- Publication Type :
- Academic Journal
- Accession number :
- 175889666
- Full Text :
- https://doi.org/10.15559/23-VMSTA236