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

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dc.contributor.advisorHwang, Gang-Uk-
dc.contributor.advisor황강욱-
dc.contributor.authorYoon, Jong-Hun-
dc.contributor.author윤종훈-
dc.date.accessioned2015-04-29-
dc.date.available2015-04-29-
dc.date.issued2014-
dc.identifier.urihttp://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=569117&flag=dissertation-
dc.identifier.urihttp://hdl.handle.net/10203/198128-
dc.description학위논문(석사) - 한국과학기술원 : 수리과학과, 2014.2, [ ii, 24 p. ]-
dc.description.abstractWe 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.eng
dc.languageeng-
dc.publisher한국과학기술원-
dc.subjecttail asymptotic-
dc.subject헤비테일-
dc.subject긴 꼬리-
dc.subject꼬리 근사-
dc.subject확률합-
dc.subjectregularly varying distribution-
dc.subjectrandom sum-
dc.subjectheavy-tailed distribution-
dc.subjectlong-tailed distribution-
dc.titleTail asymptotic of a random sum of a long-tailed number of random variables-
dc.title.alternative확률 변수 긴 꼬리 개수 확률합의 꼬리 근사-
dc.typeThesis(Master)-
dc.identifier.CNRN569117/325007 -
dc.description.department한국과학기술원 : 수리과학과, -
dc.identifier.uid020123446-
dc.contributor.localauthorHwang, Gang-Uk-
dc.contributor.localauthor황강욱-
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MA-Theses_Master(석사논문)
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