N ov 2 00 7 Lower limits for distributions of randomly stopped sums
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چکیده
We study lower limits for the ratio F * τ (x) F (x) of tail distributions where F * τ is a distribution of a sum of a random size τ of i.i.d. random variables having a common distribution F , and a random variable τ does not depend on summands. Let τ be a counting random variable which does not depend on {ξ n } n≥1. Denote by F * τ the distribution of a random sum S τ = ξ 1 +. .. + ξ τ. In this paper we study lower limits (as x → ∞) for the ratio
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تاریخ انتشار 2007