4 research outputs found
On Upper Bounds for the Tail Distribution of Geometric Sums of Subexponential Random Variables
The approach used by Kalashnikov and Tsitsiashvili for constructing upper
bounds for the tail distribution of a geometric sum with subexponential
summands is reconsidered. By expressing the problem in a more probabilistic
light, several improvements and one correction are made, which enables the
constructed bound to be significantly tighter. Several examples are given,
showing how to implement the theoretical result.Comment: 14 pages, 4 figure