D. Korshunov

most citedLower limits and equivalences for convolution tails

69 citations · 69 across the 2 of their papers we have counts for

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math.PR2013

Tail asymptotics for the supremum of a random walk when the mean is not finite

D. Denisov, S. Foss, D. Korshunov

We consider the sums $S_{n} = ξ_{1} + \dots + ξ_{n}$ of independent identically distributed random variables. We do not assume that the $ξ$ 's have a finite mean. Under subexponential type con…

math.PR2005★ 69 cited

Lower limits and equivalences for convolution tails

Sergey Foss, Dmitry Korshunov

Suppose $F$ is a distribution on the half-line $[0, \infty)$ . We study the limits of the ratios of tails $F * F ˉ (x) / F ˉ (x)$ as $x \to \infty$ . We also discuss the classes of di…