On a relationship between randomly and non-randomly thresholded empirical average excesses for heavy tails
نویسندگان
چکیده
منابع مشابه
Asymptotics of randomly stopped sums in the presence of heavy tails
DENIS DENISOV1,2,* , SERGUEI FOSS2,3,**,† and DMITRY KORSHUNOV3,‡ 1School of Mathematics, Cardiff University, Cardiff CF24 4AG, UK. E-mail: [email protected] 2School of MACS, Heriot-Watt University, Edinburgh EH14 4AS, UK. E-mail: *[email protected]; **[email protected] 3Sobolev Institute of Mathematics, 4 Koptyuga pr., Novosibirsk 630090, Russia. E-mail: †[email protected]; ‡Korshunov@m...
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ژورنال
عنوان ژورنال: Extremes
سال: 2019
ISSN: 1386-1999,1572-915X
DOI: 10.1007/s10687-019-00351-5