Tail asymptotics of light-tailed Weibull-like sums
classification
🧮 math.PR
keywords
asymptoticsbetarandomsumstailsalgorithmsanglebalkema
read the original abstract
We consider sums of $n$ i.i.d. random variables with tails close to $\exp\{-x^\beta\}$ for some $\beta>1$. Asymptotics developed by Rootz\'en (1987) and Balkema, Kl\"uppelberg & Resnick (1993) are discussed from the point of view of tails rather of densities, using a somewhat different angle, and supplemented with bounds, results on a random number $N$ of terms, and simulation algorithms.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.