Tail asymptotic of a random sum of a long-tailed number of random variables = 확률 변수 긴 꼬리 개수 확률합의 꼬리 근사

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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-Ukresearcher황강욱
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

URI
http://hdl.handle.net/10203/198128
Link
http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=569117&flag=dissertation
Appears in Collection
MA-Theses_Master(석사논문)
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