Concepedia
Stochastic Processes and their Applications · 1994 · 379 citations · 24 references
Natural SciencesProperty LawProbability TheoryStochastic ProcessesRandom VariablesIndependent VariablesSubexponential DistributionsSums Of Random Variables
24
On Some Limit Theorems Similar to the Arc-Sin Law
Leo Breiman · Theory of Probability and Its Applications · 1965 · 442 citations
Natural Sciences, Insurance, Bankruptcy Law +6
A Theorem on Sums of Independent Positive Random Variables and Its Applications to Branching Random Processes
V. P. Chistyakov · Theory of Probability and Its Applications · 1964 · 437 citations
Natural Sciences, Mathematics, Markov Decision Processes +7
Subexponential distributions and integrated tails
Claudia Klüppelberg · Journal of Applied Probability · 1988 · 333 citations
Natural Sciences, Mathematics, Probability Theory +13
Limit Theory for Moving Averages of Random Variables with Regularly Varying Tail Probabilities
Richard A. Davis, Sidney I. Resnick · The Annals of Probability · 1985 · 320 citations · Full text
Natural Sciences, Mathematics, Probability Theory +9
On closure and factorization properties of subexponential and related distributions
Paul Embrechts, Charles M. Goldie · Journal of the Australian Mathematical Society Series A Pure Mathematics and Statistics · 1980 · 309 citations · Full text
Natural Sciences, Mathematics, Probability Theory +10