On Upper Bounds for the Tail Distribution of Geometric Sums of Subexponential Random Variables

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dc.creatorRichards, Andrew
dc.date2008-05-29
dc.date2009-03-18
dc.date.accessioned2026-07-07T12:53:00Z
dc.date.available2026-07-07T12:53:00Z
dc.descriptionThe approach used by Kalashnikov and Tsitsiashvili for constructing upper bounds for the tail distribution of a geometric sum with subexponential summands is reconsidered. By expressing the problem in a more probabilistic light, several improvements and one correction are made, which enables the constructed bound to be significantly tighter. Several examples are given, showing how to implement the theoretical result.
dc.description14 pages, 4 figures
dc.identifierhttps://arxiv.org/abs/0805.4548
dc.identifierhttp://arxiv.org/abs/0805.4548
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/223479
dc.subjectProbability
dc.subject46N30
dc.titleOn Upper Bounds for the Tail Distribution of Geometric Sums of Subexponential Random Variables
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