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Barbe, Philippe.

Asymptotic expansions for infinite weighted convolutions of heavy tail distributions and applications / [electronic resource] Ph. Barbe, W.P. McCormick. - Providence, R.I. : American Mathematical Society, c2009. - 1 online resource (vii, 117 p. : ill.) - Memoirs of the American Mathematical Society, v. 922 0065-9266 (print); 1947-6221 (online); . - Memoirs of the American Mathematical Society ; no. 922. .

"January 2009, volume 197, number 922 (Fourth of five numbers)."

Includes bibliographical references (p. 115-117) and index.

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

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Electronic reproduction.
Providence, Rhode Island :
American Mathematical Society.
2012


Mode of access : World Wide Web

ISBN: 9781470405281 (online)

Subjects--Topical Terms:
Distribution (Probability theory)--Mathematical models.
Asymptotic expansions.
Stochastic processes.

LC Class. No.: QA273.6 / .B376 2009

Dewey Class. No.: 519.2/4