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Asymptotic expansions for infinite weighted convolutions of heavy tail distributions and applications
About this Title
Ph. Barbe and W. P. McCormick
Publication: Memoirs of the American Mathematical Society
Publication Year:
2009; Volume 197, Number 922
ISBNs: 978-0-8218-4259-1 (print); 978-1-4704-0528-1 (online)
DOI: https://doi.org/10.1090/memo/0922
MathSciNet review: 2489435
MSC: Primary 60F99; Secondary 60E07, 60K05, 60K25, 62G32
Table of Contents
Chapters
- 1. Introduction
- 2. Main result
- 3. Implementing the expansion
- 4. Applications
- 5. Preparing the proof
- 6. Proof in the positive case
- 7. Removing the sign restriction on the random variables
- 8. Removing the sign restriction on the constants
- 9. Removing the smoothness restriction
- Appendix. Maple code