COOKIES: By using this website you agree that we can place Google Analytics Cookies on your device for performance monitoring. |

University of Cambridge > Talks.cam > Probability > Convolution tail equivalent distributions: basic properties (Joint with Networks (OR) seminar).

## Convolution tail equivalent distributions: basic properties (Joint with Networks (OR) seminar).Add to your list(s) Download to your calendar using vCal - Dmitri Korshunov (Novosibirsk)
- Friday 27 February 2009, 14:00-15:00
- MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.
If you have a question about this talk, please contact Neil Walton. The talk discusses the tail behaviour of 2-fold convolutions $\overline{F \star F}$ of right-unbounded distributions and to the tail behaviour of the distribution of the random sum $S_\tau$. We start with the description of all possible values of the limit of the ratio $\overline{F \star F}(x)/\overline F(x)$ as $x\to\infty$. This problem is closely related to the problem of the lower limit of this ratio and goes back to W. Rudin. The second part of the talk is devoted to conditions under which $P(S_\tau>x)\sim E\tau \overline F(x)$ as $x\to\infty$. We also consider applications of results obtained to random walks, compound Poisson distributions, infinitely divisible laws, and branching processes. This talk is part of the Probability series. ## This talk is included in these lists:- All CMS events
- All Talks (aka the CURE list)
- CMS Events
- DPMMS Lists
- DPMMS info aggregator
- DPMMS lists
- Interested Talks
- MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB
- Probability
- School of Physical Sciences
- Statistical Laboratory info aggregator
- bld31
Note that ex-directory lists are not shown. |
## Other listsCurrent Issues in Assessment Cambridge Energy Forum Special Veterinary Medicine Seminars## Other talksRather more than Thirty-Nine Steps: the life of John Buchan 160 years of occupational structure: Late Imperial China and its regions Adding turbulent convection to geostrophic circulation: insights into ocean heat transport Fukushima and the Law How to write good papers A continuum theory for the fractures in brittle and ductile solids |