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arxiv: 0711.4491 · v1 · pith:FGMT2N3Xnew · submitted 2007-11-28 · 🧮 math.PR

Lower limits for distributions of randomly stopped sums

classification 🧮 math.PR
keywords randomdistributiondistributionslimitslowercommondependfrac
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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.

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