Sankhyā: The Indian Journal of Statistics, Series A (1961-2002), Vol. 25, No. 1 (Jul., 1963), pp. 13-24 (12 pages) The sum of n independent and identically distributed random variables will, under ...
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 ...
A random variable that can take only a certain specified set of individual possible values-for example, the positive integers 1, 2, 3, . . . For example, stock prices are discrete random variables, ...
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 ...
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