Asymptotic tail behavior of a random sum with conditionally dependent subexponential summands |
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| Authors: | Yanfang Zhang |
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| Affiliation: | Department of Mathematics, Soochow University, Suzhou, China |
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| Abstract: | In this paper, we obtain some results for the asymptotic behavior of the tail probability of a random sum Sτ = ∑τk = 1Xk, where the summands Xk, k = 1, 2, …, are conditionally dependent random variables with a common subexponential distribution F, and the random number τ is a non negative integer-valued random variable, independent of {Xk: k ? 1}. |
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| Keywords: | Long-tailed distribution random sums subexponential distribution. |
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