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- Title
Randomly Stopped Sums, Minima and Maxima for Heavy-Tailed and Light-Tailed Distributions.
- Authors
Leipus, Remigijus; Šiaulys, Jonas; Danilenko, Svetlana; Karasevičienė, Jūratė
- Abstract
This paper investigates the randomly stopped sums, minima and maxima of heavy- and light-tailed random variables. The conditions on the primary random variables, which are independent but generally not identically distributed, and counting random variable are given in order that the randomly stopped sum, random minimum and maximum is heavy/light tailed. The results generalize some existing ones in the literature. The examples illustrating the results are provided.
- Subjects
RANDOM variables; LITERATURE
- Publication
Axioms (2075-1680), 2024, Vol 13, Issue 6, p355
- ISSN
2075-1680
- Publication type
Article
- DOI
10.3390/axioms13060355