Asymptotics of randomly stopped sums in the presence of heavy tails

Journal

Bernoulli
ISSN: 1350-7265

Output data

Year: 2010, Volume: 16, Number: 4, Pages: 971 - 994 Pages count : 24 DOI: 10.3150/10-BEJ251

Authors

Denisov D ^1,2 , Foss S ^2,3 , Korshunov D ³

Affiliations

1	School of Mathematics, Cardiff University, Cardiff CF24 4AG
2	School of MACS, Heriot-Watt University, Edinburgh EH14 4AS
3	Sobolev Institute of Mathematics, 4 Koptyuga pr.

Denisov D. , Foss S. , Korshunov D.
Asymptotics of randomly stopped sums in the presence of heavy tails
Bernoulli. 2010. V.16. N4. P.971 - 994. DOI: 10.3150/10-BEJ251 WOS Scopus РИНЦ OpenAlex