Asymptotic expansions for distributions of compound sums of light subexponential random variables

Simple item page
dc.creatorBarbe, Ph .
dc.creatorMcCormick, W. P.
dc.creatorZhang, C.
dc.date2006-04-18
dc.date.accessioned2026-07-07T07:11:00Z
dc.date.available2026-07-07T07:11:00Z
dc.descriptionWe derive an asymptotic expansion for the distribution of a compound sum of independent random variables, all having the same light-tailed subexponential distribution. The examples of a Poisson and geometric number of summands serve as an illustration of the main result. Complete calculations are done for a Weibull distribution, with which we derive, as examples and without any difficulties, 7 terms expansions.
dc.description13 pages
dc.identifierhttps://arxiv.org/abs/math/0604378
dc.identifierhttp://arxiv.org/abs/math/0604378
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/111601
dc.subjectProbability
dc.subject60F99, 60K05, 60G50, 41A60
dc.titleAsymptotic expansions for distributions of compound sums of light subexponential random variables
dc.typetext

Files

Collections

arXiv