Multivariate subexponential distributions and random sums of random vectors
Work
Year: 2006
Type: article
Abstract: Let F(x) denote a distribution function in Rd and let F*n(x) denote the nth convolution power of F(x). In this paper we discuss the asymptotic behaviour of 1 - F*n(x) as x tends to ∞ in a certain pres... more
Source: Advances in Applied Probability
Authors Edward Omey, Fermín Mallor, J. Santos
Cites: 25
Cited by: 6
Related to: 10
FWCI: 0.381
Citation percentile (by year/subfield): 70.69
Topic: Probability and Risk Models
Field: Decision Sciences
Domain: Social Sciences
Open Access status: bronze