Mathematics – Probability
Scientific paper
2007-11-28
Theory of Probability and Its Applications, 52 (2007), 794--802
Mathematics
Probability
This research is a continuation of arXiv:math/0510273 and arXiv:math/0701920. 11 pages
Scientific paper
We study lower limits for the ratio $\frac{\bar{F^{*\tau}}(x)}{\bar F(x)}$ of
tail distributions where $ F^{*\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.
Denisov Denis
Foss Serguei
Korshunov Dmitry
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