The University of Liverpool
Department of Mathematical Sciences
Division of Statistics and Probability
SEMINAR
Bounds and equivalences for convolution tails
Professor Serguei Foss
Wednesday, 30th January, 2pm
The Whittaker Room (211)
Abstract:
We study equivalences and upper and lower bounds for the ratio of tail distributions, where is a distribution of a sum of a random size, , of i.i.d. random variables having a common distribution, F, and a random variable does not depend on summands. We assume that F is heavy tailed.
Following the talk, tea and biscuits will be available in Room 304
ALL WELCOME
*************************************************
Ingrid Harper
Division of Statistics and Probability
Department of Mathematical Sciences
University of Liverpool
Mathematical Sciences Building
Peach Street
Liverpool L69 7ZL
Tel: 0151 794 4751
Fax: 0151 794 4754
*************************************************
|