For a distribution F*t of a random sum St=¿1+¿+¿t of i.i.d. random variables with a common distribution F on the half-line [0, 8), we study the limits of the ratios of tails as x¿8 (here, t is a counting random variable which does not depend on {¿n}n=1). We also consider applications of the results obtained to random walks, compound Poisson distributions, infinitely divisible laws, and subcritical branching processes
Let $(\xi_k)_{k\geq1}$ be an i.i.d. sequence of positive random variables with $O$-varying distribut...
AbstractLet Sn, n ⩾ 1, be the partial sums of i.i.d. random variables with negative mean value. Many...
We explore the relationship between branching processes and random sums of indicators. As a tool for...
For a distribution F*t of a random sum St=¿1+¿+¿t of i.i.d. random variables with a common distribut...
We study lower limits for the ratio $\overline{F^{*\tau}}(x)/\,\overline F(x)$ of tail distributions...
We study conditions under which P{Sτ > x} ∼ P{Mτ > x} ∼ EτP{ξ1 > x} as x → ∞, where Sτ is a...
In our thesis we analyze one class of heavy-tailed distributions. Distributions belonging to this cl...
We study distributions F on [0, infinity) such that for some T less than or equal to infinity F*(2)(...
Let be a random walk with independent identically distributed increments . We study the ratios of th...
A branching process counted by a random characteristic has been defined as a process which at time t...
This study gives detailed proofs of some limit theorems in probability which are important in theore...
We consider the tail behavior of random variablesRwhich are solutions of the distributional equation...
Abstract: This paper presents some limit theorems for arbitrary continuous random sequence, like man...
Let X1, X2,... be independent random variables and define . Let partition of into intervals , of any...
AbstractA branching process counted by a random characteristic has been defined as a process which a...
Let $(\xi_k)_{k\geq1}$ be an i.i.d. sequence of positive random variables with $O$-varying distribut...
AbstractLet Sn, n ⩾ 1, be the partial sums of i.i.d. random variables with negative mean value. Many...
We explore the relationship between branching processes and random sums of indicators. As a tool for...
For a distribution F*t of a random sum St=¿1+¿+¿t of i.i.d. random variables with a common distribut...
We study lower limits for the ratio $\overline{F^{*\tau}}(x)/\,\overline F(x)$ of tail distributions...
We study conditions under which P{Sτ > x} ∼ P{Mτ > x} ∼ EτP{ξ1 > x} as x → ∞, where Sτ is a...
In our thesis we analyze one class of heavy-tailed distributions. Distributions belonging to this cl...
We study distributions F on [0, infinity) such that for some T less than or equal to infinity F*(2)(...
Let be a random walk with independent identically distributed increments . We study the ratios of th...
A branching process counted by a random characteristic has been defined as a process which at time t...
This study gives detailed proofs of some limit theorems in probability which are important in theore...
We consider the tail behavior of random variablesRwhich are solutions of the distributional equation...
Abstract: This paper presents some limit theorems for arbitrary continuous random sequence, like man...
Let X1, X2,... be independent random variables and define . Let partition of into intervals , of any...
AbstractA branching process counted by a random characteristic has been defined as a process which a...
Let $(\xi_k)_{k\geq1}$ be an i.i.d. sequence of positive random variables with $O$-varying distribut...
AbstractLet Sn, n ⩾ 1, be the partial sums of i.i.d. random variables with negative mean value. Many...
We explore the relationship between branching processes and random sums of indicators. As a tool for...