The Annals of Mathematical Statistics, Vol. 43, No. 5 (Oct., 1972), pp. 1719-1726 (8 pages) Let {Xn, n ≥ 1} be a sequence of random variables such that for suitably ...
Brazilian Journal of Probability and Statistics, Vol. 35, No. 3 (2021), pp. 435-441 (7 pages) The aim of this note is to give an elegant proof of a result due to E. G. Olds which concerns the density ...
This paper studies the approximation of extreme quantiles of random sums of heavy-tailed random variables, or, more specifically, subexponential random variables. A key application of this ...
This is a core course that provides key mathematical tools for modelling and analysing engineering problems. These tools represent a balance of stochastic and deterministic modelling approaches along ...
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