Lower limits and upper limits for tails of random sums supported on

Changjun Yu, Yuebao Wang and Zhaolei Cui

Statistics & Probability Letters, 2010, vol. 80, issue 13-14, 1111-1120

Abstract: Based on Rudin (1973), Foss and Korshunov (2007) and Denisov et al. (2008), we study the lower limits and upper limits of the quotients of tails as x-->[infinity], where [tau] is a non-negative integer-valued random variable and F is a distribution supported on . Some of the new results, which are different from the corresponding results of , give a positive answer to Problem 2 of Watanabe (2008) under certain conditions. In addition, we give some corresponding results for the local versions and density versions.

Keywords: Lower; limits; Upper; limits; Random; sums; Local; distribution; Density (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (4)

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