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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

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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