Tails of subordinated laws: The regularly varying case

J. L. Geluk

Stochastic Processes and their Applications, 1996, vol. 61, issue 1, 147-161

Abstract: Suppose Xi, I = 1, 2, ... are i.i.d. positive random variables with d.f. F. We assume the tail d.f. to be regularly varying with 0 x) as x --> [infinity] where SN = [Sigma]N1Xi and N,Xi(i >= 1) independent with [Sigma][infinity]n=0P(N = n)xn analytic at x = 1 is studied under an additional smoothness condition on F. As an application we give the asymptotic behaviour of the expected population size of an age-dependent branching process.

Keywords: Convolution; Regular; variation; Subexponential; distributions; Branching; processes (search for similar items in EconPapers)
Date: 1996
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (5)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0304-4149(95)00070-4
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:61:y:1996:i:1:p:147-161

Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Stochastic Processes and their Applications is currently edited by T. Mikosch

More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().