Tail Behavoir of sums of random components

2014/05/17 by Yu Li, Li, Yu
Mathematics · #FOS: Mathematics #Probability (math.PR) #math.PR

paper · pdf · doi:10.48550/arxiv.1405.4405

arxiv created 2014/05/17 · arxiv updated 2014/05/20

Abstract

A class of stochastic processes strongly related to random sums plays an important role in network and in finance. In this paper we study this kind of stochastic process discuss an overtime unchanged parameter and reveal its asymptotic behavior.

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