Geodesic
Lower Limits for Distribution Tails of Randomly Stopped Sums
Teoriâ veroâtnostej i ee primeneniâ, Tome 52 (2007) no. 4, pp. 794-802 Cet article a éte moissonné depuis la source Math-Net.Ru

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We study lower limits for the ratio $\overline{F^{*\tau}}(x)/\,\overline F(x)$ of tail distributions, where $F^{*\tau}$ is a distribution of a sum of a random size $\tau$ of independent identically distributed random variables having a common distribution $F$, and a random variable $\tau$ does not depend on the summands.
Mots-clés : convolution tail
Keywords: random sums of random variables, lower limit, heavy-tailed and light-tailed distributions. 
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D. É. Denisov; D. A. Korshunov; S. G. Foss. Lower Limits for Distribution Tails of Randomly Stopped Sums. Teoriâ veroâtnostej i ee primeneniâ, Tome 52 (2007) no. 4, pp. 794-802. http://geodesic.mathdoc.fr/item/TVP_2007_52_4_a9/

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