A sharp inequality for the tail probabilities of sums of i.i.d. r.v.’s with dominatedly varying tails
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics
Link
http://link.springer.com/content/pdf/10.1007/BF02879983.pdf
Reference7 articles.
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3. Asmussen, S., Ruin Probabilities, Singapore: World Scientific, 2000.
4. Chistyakov, V. P., A theorem on the sums of independent positive random variables and its applications to branching random processes, Theory Prob. Appl., 1964, 9: 640.
5. Athreya, K. B., Ney, P. E., Branching Processes, Berlin: Springer-Verlag, 1972.
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