9 citations
- Center for Responsible TravelUS2 papers
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- Centre Inria de l'université de BordeauxFR1 paper
- Computer Algorithms for MedicineAT1 paper
- Institut national de recherche en sciences et technologies du numériqueFR1 paper
- Laboratoire Jean-Alexandre DieudonnéFR1 paper
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Showing 2007 · math.PRShow all
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math.PR2007
Tails of random sums of a heavy-tailed number of light-tailed terms
Christian Y. Robert, Johan Segers
The tail of the distribution of a sum of a random number of independent and identically distributed nonnegative random variables depends on the tails of the number of terms and of…
math.PR2007★ 9 cited
Stationarity and geometric ergodicity of a class of nonlinear ARCH models
Youssef Sa\"{ı}di, Jean-Michel Zako\"{ı}an
A class of nonlinear ARCH processes is introduced and studied. The existence of a strictly stationary and -mixing solution is established under a mild assumption on the density…