Lower limits for distributions of randomly stopped sums

Abstract

We study lower limits for the ratio $\frac{\overline{F^{\ast \tau }}(x)}{\bar{F}(x)}$ of tail distributions where $F^{\ast \tau }$ 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.

This research is a continuation of arXiv:math/0510273 and arXiv:math/0701920. 11 pages

References in corpus (1)

• Lower limits and equivalences for convolution tails