On closure properties of heavy-tailed distributions for random sums* |
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Authors: | Yang Yang Qingwu Gao |
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Institution: | 1. Department of Statistics, Nanjing Audit University, Nanjing, 211815, PR China 2. School of Economics and Management, Southeast University, Nanjing, 210096, PR China
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Abstract: | We investigate some closure properties of heavy-tailed distributions for random sums. We first consider the random sums with independent or some certain dependent long-tailed increments. We also consider the real-valued increments with dominatedly varying-tailed distributions under extended negative dependence and obtain two results on necessary and sufficient conditions or sufficient conditions for the closure on random sums. |
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