This paper studies the approximation of extreme quantiles of random sums of heavy-tailed random variables, or, more specifically, subexponential random variables. A key application of this ...
This is a preview. Log in through your library . The purpose of The Annals of Probability is to publish contributions to the theory of probability and statistics and their applications. The emphasis ...
Consider $m \geqq 2$ nonnegative, integer-valued random variables $X_1^{(n)},\cdots, X_m^{(n)}$ satisfying $\sum^m_{j=1} X_j^{(n)} \leqq n$. If $(X_1^{(n)},\cdots, X ...
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