Tail asymptotic of a random sum of a long-tailed number of random variables확률 변수 긴 꼬리 개수 확률합의 꼬리 근사
We study the tail asymptotic of a random sum SN= Z1+ ··· + ZN of independent and identically distributed real-valued random variables Zi where N is a nonnegative integer-valued random variable with a regularly varying distribution, independent of Zi. Under certain conditions about the moment and the tail distribution of Z1, we obtain the tail asymptotic of SN.
- Advisors
- Hwang, Gang-Ukresearcher; 황강욱
- Description
- 한국과학기술원 : 수리과학과,
- Publisher
- 한국과학기술원
- Issue Date
- 2014
- Identifier
- 569117/325007 / 020123446
- Language
- eng
- Description
학위논문(석사) - 한국과학기술원 : 수리과학과, 2014.2, [ ii, 24 p. ]
- Keywords
tail asymptotic; 헤비테일; 긴 꼬리; 꼬리 근사; 확률합; regularly varying distribution; random sum; heavy-tailed distribution; long-tailed distribution
- Appears in Collection
- MA-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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