Abstract
For a distribution F*t of a random sum St=¿1+¿+¿t of i.i.d. random variables with a common distribution F on the half-line [0, 8), we study the limits of the ratios of tails as x¿8 (here, t is a counting random variable which does not depend on {¿n}n=1). We also consider applications of the results obtained to random walks, compound Poisson distributions, infinitely divisible laws, and subcritical branching processes.
Original language | English |
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Pages (from-to) | 391-404 |
Journal | Bernoulli |
Volume | 14 |
Issue number | 2 |
DOIs | |
Publication status | Published - 2008 |